Giovanni Villani

From MaRDI portal
(Redirected from Person:506805)



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!

PublicationDate of PublicationType
A new methodology to support wind investment decision: a combination of natural language processing and Monte Carlo option pricing technique
Decisions in Economics and Finance
2026-08-27Paper
A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms
Annals of Operations Research
2026-01-27Paper
MCMC approach for stock price forecasting using an Italian-BERT model2025-10-27Paper
Environmental policy: the coevolution of pollution and compliance
Mathematical Social Sciences
2025-10-14Paper
Wind farm evaluation under real options approach2025-02-05Paper
A combination of NLP and Monte Carlo technique to improve wind investment decisions2025-02-05Paper
Cooperative R\&D investment decisions: a fuzzy real option approach
Fuzzy Sets and Systems
2024-08-19Paper
International environmental agreements with developed and developing countries in a dynamic approach
Natural Resource Modeling
2024-06-05Paper
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
Annals of Operations Research
2024-06-04Paper
Groundwater management and illegality in a differential-evolutionary framework
Computational Management Science
2023-12-14Paper
Real R\&D options under fuzzy uncertainty in market share and revealed information
Fuzzy Sets and Systems
2023-10-27Paper
Social norms for the stability of international enviromental agreements
Discrete and Continuous Dynamical Systems. Series S
2023-06-26Paper
An evolutionary game on compliant and non-compliant firms in groundwater exploitation
Annals of Operations Research
2022-11-15Paper
Inter-temporal decisions, optimal taxation and non-compliant behaviors in groundwater management
Communications in Nonlinear Science and Numerical Simulation
2022-10-28Paper
Flexibility to switch project size: a real option application for photovoltaic investment valuation
Communications in Nonlinear Science and Numerical Simulation
2022-10-28Paper
Groundwater exploitation and illegal behaviors in a differential game
Dynamic Games and Applications
2022-09-15Paper
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Annals of Finance
2022-06-13Paper
Valuation of R\&D compound option using Markov chain approach
Annals of Finance
2021-11-04Paper
Water taxes and fines imposed on legal and illegal firms exploiting groudwater
Discrete and Continuous Dynamical Systems. Series B
2021-11-01Paper
Groundwater extraction among overlapping generations: a differential game approach
Decisions in Economics and Finance
2021-05-19Paper
Sharing R\&D investments in international environmental agreements with asymmetric countries
Communications in Nonlinear Science and Numerical Simulation
2020-10-21Paper
Fines imposed on counterfeiters and pocketed by the genuine firm. A differential game approach
Dynamic Games and Applications
2020-04-29Paper
Valuation of R\&D investment opportunities using the least-squares Monte Carlo method
Mathematical and Statistical Methods for Actuarial Sciences and Finance
2018-12-13Paper
A Monte Carlo approach to value exchange options using a single stochastic factor2017-11-22Paper
A fuzzy approach for R\&D compound option valuation
Fuzzy Sets and Systems
2017-08-09Paper
The effects of R\&D investments in international environmental agreements with asymmetric countries
Chaos, Solitons and Fractals
2017-02-02Paper
scientific article; zbMATH DE number 6039605 (Why is no real title available?)2012-05-30Paper
Largest consistent set in international environmental agreements
Computational Economics
2011-12-13Paper
R\&D cooperation in real option game analysis
Nonlinear Dynamics in Economics, Finance and Social Sciences
2010-06-21Paper
International environmental agreements with asymmetric countries
Computational Economics
2010-06-16Paper
Valuation of R\&D sequential exchange options using Monte Carlo approach
Computational Economics
2009-11-20Paper
An R\&D investment game under uncertainty in real option analysis
Computational Economics
2008-09-12Paper


Research outcomes over time


This page was built for person: Giovanni Villani