The following pages link to Tiziano Vargiolu (Q377784):
Displaying 32 items.
- (Q163417) (redirect page) (← links)
- Robustness for path-dependent volatility models (Q377786) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Optimal prepayment and default rules for mortgage-backed securities (Q965782) (← links)
- Superreplication of European multiasset derivatives with bounded stochastic volatility (Q1397041) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Invariant measures for the Musiela equation with deterministic diffusion term (Q1979074) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Investing in electricity production under a reliability options scheme (Q2246671) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions (Q2272330) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- (Q2741091) (← links)
- Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem (Q2940773) (← links)
- Robustness of shortfall risk minimising strategies in the binomial model (Q2955316) (← links)
- FINANCIAL MODELS WITH DEPENDENCE ON THE PAST: A SURVEY (Q3108122) (← links)
- (Q3509354) (← links)
- (Q4421375) (← links)
- (Q4421380) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- (Q5699222) (← links)
- Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)
- Gaussian Volterra processes as models of electricity markets (Q6648326) (← links)
