Rendiconti per gli Studi Economici Quantitativi (original) (raw)

Contents Optimal default boundary in discrete time models...... 1 Agata Altieri, Tiziano Vargiolu Mixed-integer non-linear programming methods for meanvariance portfolio selection............. ................ 21 Mikhail Andramonov, Marco Corazza An algorithm for the approximation of the asymmetric stable densities using cubic B-splines................... 35 Luca Barzanti An analysis of the effects of continuous dividends on the exercise of American options........................... 41 Antonella Basso, Martina Nardon, Paolo Pianca Jump Process and Brownian Motion in the Portfolio ...