Giuseppe Benedetti
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 |
|---|---|---|
| On the calculation of risk measures using least-squares Monte Carlo International Journal of Theoretical and Applied Finance | 2017-05-16 | Paper |
| Utility indifference valuation for non-smooth payoffs with an application to power derivatives Applied Mathematics and Optimization | 2016-05-12 | Paper |
| Utility indifference valuation for non-smooth payoffs with an application to power derivatives Applied Mathematics and Optimization | 2016-05-12 | Paper |
| Detection of an image in a video sequence ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
| On the existence of shadow prices Finance and Stochastics | 2013-11-06 | Paper |
| Multivariate utility maximization with proportional transaction costs and random endowment SIAM Journal on Control and Optimization | 2012-09-12 | Paper |
Research outcomes over time
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