R. Cesari

zbMath Opencesari.riccardoMaRDI QIDQ951339

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
Stochastic maximum principle for optimal liquidation with control-dependent terminal time	2022-09-12	Paper
Optimal Liquidation in a Mean-reverting Portfolio	2020-10-06	Paper
Optimal management of immunized portfolios	2019-09-03	Paper
Diffusion scaling in event-driven random walks: an application to turbulence	2013-03-14	Paper
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation	2008-10-24	Paper
scientific article; zbMATH DE number 5288673 (Why is no real title available?)	2008-06-16	Paper
The fractional Fick's law for non-local transport processes	2001-05-31	Paper
scientific article; zbMATH DE number 797362 (Why is no real title available?)	1995-09-17	Paper

Research outcomes over time

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