Carlo Mancini
From MaRDI portal
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 |
|---|---|---|
| Consumption optimization for recursive utility in a jump-diffusion model Decisions in Economics and Finance | 2017-04-27 | Paper |
| Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator Stochastic Processes and their Applications | 2016-09-13 | Paper |
| Calibrated American option pricing by stochastic linear programming Optimization | 2014-02-07 | Paper |
Research outcomes over time
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