Francesco Cordoni

Available identifiers

zbMath Open cordoni.francesco-giuseppeWikidataQ114269942 ScholiaQ114269942MaRDI QIDQ2071970

List of research outcomes

Publication	Date of Publication	Type
Consistent causal inference for high-dimensional time series	2025-01-16	Paper
Identification of vector autoregressive models with nonlinear contemporaneous structure	2024-07-16	Paper
Transient impact from the Nash equilibrium of a permanent market impact game	2024-06-17	Paper
Instabilities in multi-asset and multi-agent market impact games	2024-06-04	Paper
A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition	2024-02-20	Paper
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks	2023-11-29	Paper
Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems	2023-10-11	Paper
Uncertainty in firm valuation and a cross-sectional misvaluation measure	2023-04-04	Paper
Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate	2022-12-01	Paper
Stochastic port-Hamiltonian systems	2022-10-10	Paper
A maximum principle for a stochastic control problem with multiple random terminal times	2022-04-22	Paper
Discrete stochastic port-Hamiltonian systems	2022-01-31	Paper
Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion	2021-10-19	Paper
Stabilization of bilateral teleoperators with asymmetric stochastic delay	2021-01-06	Paper
A lending scheme for a system of interconnected banks with probabilistic constraints of failure	2020-10-01	Paper
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance	2020-02-24	Paper
Asymptotic expansion for some local volatility models arising in finance	2020-01-31	Paper
Stochastic port--Hamiltonian systems	2019-10-04	Paper
Stochastic systems with memory and jumps	2019-03-26	Paper
Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable	2019-01-18	Paper
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps	2017-10-20	Paper
Gaussian estimates on networks with dynamic stochastic boundary conditions	2017-04-06	Paper
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions	2017-03-28	Paper
A BSDE with delayed generator approach to pricing under counterparty risk and collateralization	2017-02-07	Paper
Optimal control of stochastic FitzHugh–Nagumo equation	2016-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q3195629	2015-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5250200	2015-05-18	Paper
Backward stochastic differential equations approach to hedging, option pricing, and insurance problems	2014-10-20	Paper
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model	2014-10-15	Paper
Transition density for CIR process by Lie symmetries and application to ZCB pricing	2013-12-20	Paper

Research outcomes over time

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