Chiara Benazzoli

Available identifiers

zbMath Open benazzoli.chiaraMaRDI QIDQ1797066

List of research outcomes

Publication	Date of Publication	Type
Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model	2021-02-18	Paper
Feedback optimal controllers for the Heston model	2020-06-02	Paper
\(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps	2019-09-25	Paper
Mild solutions to the dynamic programming equation for stochastic optimal control problems	2018-10-17	Paper
Optimal execution strategy under arithmetic Brownian motion with VaR and ES as risk parameters	2014-06-11	Paper

Research outcomes over time

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