Simone Farinelli

From MaRDI portal



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
Dirac cohomology on manifolds with boundary and spectral lower bounds
SN Partial Differential Equations and Applications
2023-11-15Paper
The Black–Scholes equation in the presence of arbitrage
Quantitative Finance
2023-06-20Paper
The Dirac-Dolbeault Operator Approach to the Hodge Conjecture2021-09-02Paper
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Operations Research Proceedings
2017-12-01Paper
Geometric arbitrage theory and market dynamics
Journal of Geometric Mechanics
2015-11-02Paper
Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk2014-06-26Paper
Sharpe thinking in asset ranking with one-sided measures
European Journal of Operational Research
2007-12-10Paper
Riemannian Metrics and Harmonic Sections of Spinor Bundles
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Simone Farinelli