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 |
|---|---|---|
| Dynamic option hedging with transaction costs: A stochastic model predictive control approach International Journal of Robust and Nonlinear Control | 2019-11-01 | Paper |
| Dynamic option hedging via stochastic model predictive control based on scenario simulation Quantitative Finance | 2015-04-23 | Paper |
Research outcomes over time
This page was built for person: Tommaso Gabbriellini
