Tommaso Gabbriellini
From MaRDI portal
Person:5241793
Available identifiers
zbMath Open gabbriellini.tommasoMaRDI QIDQ5241793
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Dynamic option hedging with transaction costs: A stochastic model predictive control approach | 2019-11-01 | Paper |
Dynamic option hedging via stochastic model predictive control based on scenario simulation | 2015-04-23 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Tommaso Gabbriellini