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
This page was built for person: Carlo Mancini
