Tommaso Gabbriellini
From MaRDI portal
Person:5241793
Available identifiers
zbMath Open gabbriellini.tommasoMaRDI QIDQ5241793
List of research outcomes
![]() | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
Publication | Date of Publication | Type |
---|---|---|
Dynamic option hedging with transaction costs: A stochastic model predictive control approach | 2019-11-01 | Paper |
Dynamic option hedging via stochastic model predictive control based on scenario simulation | 2015-04-23 | Paper |
Research outcomes over time
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