CALLEGARO, GIORGIA

CALLEGARO, GIORGIA  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Risultati 1 - 20 di 26 (tempo di esecuzione: 0.035 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A backward Monte Carlo approach to exotic option pricing 2018 CALLEGARO, GIORGIA + EUROPEAN JOURNAL OF APPLIED MATHEMATICS - -
A fully quantization-based scheme for FBSDEs 2023 Callegaro G.Gnoatto A.Grasselli M. APPLIED MATHEMATICS AND COMPUTATION - -
A McKean–Vlasov Game of Commodity Production, Consumption and Trading 2022 giorgia callegaroofelia bonesini + APPLIED MATHEMATICS AND OPTIMIZATION - -
A Self-Exciting Modelling Framework for Forward Prices in Power Markets 2022 giorgia callegaroandrea mazzoran + APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - -
American quantized calibration in stochastic volatility 2018 giorgia callegaromartino grassellilucio fiorin RISK - -
An application to credit risk of a hybrid Monte Carlo-optimal quantization method 2013 CALLEGARO, GIORGIA + THE JOURNAL OF COMPUTATIONAL FINANCE - -
Carthaginian enlargement of filtrations 2013 CALLEGARO, GIORGIA + ESAIM: PROBABILITY AND STATISTICS - -
Correction to: No-arbitrage commodity option pricing with market manipulation (Mathematics and Financial Economics, (2020), 14, 3, (577-603), 10.1007/s11579-020-00265-y) 2021 Callegaro G. + MATHEMATICS AND FINANCIAL ECONOMICS - -
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 2021 Callegaro G.Grasselli M. + MATHEMATICS OF OPERATIONS RESEARCH - -
Functional quantization of rough volatility and applications to volatility derivatives 2023 Callegaro G. + QUANTITATIVE FINANCE - -
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 2020 René AïdMatteo BaseiGiorgia CallegaroLuciano CampiTiziano Vargiolu MATHEMATICS OF OPERATIONS RESEARCH - -
No–arbitrage commodity option pricing with market manipulation 2020 Callegaro, Giorgia + MATHEMATICS AND FINANCIAL ECONOMICS - -
Optimal consumption problems in defaultable markets 2013 CALLEGARO, GIORGIA OPTIMIZATION - -
Optimal investment in markets with over and under-reaction to information 2017 CALLEGARO, GIORGIA + MATHEMATICS AND FINANCIAL ECONOMICS - -
Optimal investment in markets with over and under-reaction to information 2017 Callegaro G. + MATHEMATICS AND FINANCIAL ECONOMICS - -
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market 2009 CALLEGARO, GIORGIAVARGIOLU, TIZIANO INTERNATIONAL JOURNAL OF RISK ASSESSMENT AND MANAGEMENT - -
Optimal reduction of public debt under partial observation of the economic growth 2020 Callegaro, Giorgia + FINANCE AND STOCHASTICS - -
Optimal reinsurance via BSDEs in a partially observable model with jump clusters 2023 Callegaro G. + FINANCE AND STOCHASTICS - -
Portfolio optimization in a defaultable market under incomplete information 2012 CALLEGARO, GIORGIA + DECISIONS IN ECONOMICS AND FINANCE - -
Portfolio Optimization in Discontinuous Markets under Incomplete Information 2006 CALLEGARO, GIORGIA + ASIA PACIFIC FINANCIAL MARKETS - -