Carlo Mari

Available identifiers

zbMath Open mari.carloMaRDI QIDQ704062

List of research outcomes

Publication	Date of Publication	Type
Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market	2023-12-14	Paper
Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis	2022-01-06	Paper
Internal hedging of intermittent renewable power generation and optimal portfolio selection	2021-11-08	Paper
Risk shaping of optimal electricity portfolios in the stochastic LCOE theory	2018-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q3624230	2009-04-28	Paper
Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution	2007-02-15	Paper
Credit risk analysis of mortgage loans: An application to the Italian market	2005-01-12	Paper
Single factor models with Markovian spot interest rate: An analytical treatment	2003-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4953580	2000-06-22	Paper
Analytical and numerical results on \(M\)-variable generalized Bessel functions	1993-01-17	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: Carlo Mari