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 |
|---|---|---|
| Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model Stochastic Processes and their Applications | 2021-02-18 | Paper |
| Feedback optimal controllers for the Heston model Applied Mathematics and Optimization | 2020-06-02 | Paper |
| \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps Statistics & Probability Letters | 2019-09-25 | Paper |
| \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps Statistics & Probability Letters | 2019-09-25 | Paper |
| Mild solutions to the dynamic programming equation for stochastic optimal control problems Automatica | 2018-10-17 | Paper |
| Optimal execution strategy under arithmetic Brownian motion with VaR and ES as risk parameters International Journal of Apllied Mathematics | 2014-06-11 | Paper |
Research outcomes over time
This page was built for person: Chiara Benazzoli
