Sfoglia per Autore
Optimal Cross-Border Electricity Trading
2022 Cartea, Álvaro; Flora, Maria; Vargiolu, Tiziano; Slavov, Georgi
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem
2021 Koch, T.; Vargiolu, T.
Optimal management of pumped hydroelectric production with state constrained optimal control
2021 Picarelli, Athena; Vargiolu, Tiziano
Efficient representation of supply and demand curves on day-ahead electricity markets
2021 Soloviova, Mariia; Vargiolu, Tiziano
Optimal installation of renewable electricity sources: the case of Italy
2021 Awerkin, A.; Vargiolu, T.
Capturing the power options smile by an additive two-factor model for overlapping futures prices
2021 Piccirilli, M.; Schmeck, M. D.; Vargiolu, T.
Investing in electricity production under a reliability options scheme
2021 Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios
Pricing reliability options under different electricity price regimes
2020 Andreis, Luisa; Flora, Maria; Fontini, Fulvio; Vargiolu, Tiziano
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
Variables Reduction in Sequential Resource Allocation Problems
2020 Hinz, Juri; Vargiolu, Tiziano
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions
2020 Flora, Maria; Vargiolu, T.
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
2020 René, Aïd; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
Mean-reverting no-arbitrage additive models for forward curves in energy markets
2019 Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
2019 Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano
Super-replication price: it can be ok
2018 Carassus, Laurence; Vargiolu, Tiziano
Optimal intraday power trading with a Gaussian additive process
2017 Edoli, Enrico; Gallana, Marco; Vargiolu, Tiziano
Utility indifference pricing and hedging for structured contracts in energy markets
2017 Callegaro, Giorgia; Campi, Luciano; Giusto, Valeria; Vargiolu, Tiziano
Optimization methods for gas and power markets
2016 Edoli, Enrico; Fiorenzani, Stefano; Vargiolu, Tiziano
Portfolio optimization in a defaultable Levy driven market model
2015 Pagliarani, Stefano; Vargiolu, Tiziano
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile