VARGIOLU, TIZIANO

VARGIOLU, TIZIANO  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A Bayesian adaptive control approach to risk management in a binomial model 2002 RUNGGALDIER, WOLFGANG JOHANNVARGIOLU, TIZIANO + - - Progress in Probability Vol. 52 (Seminar on Stochastic Analysis, Random Fields and Applications)
Calibration of a multifactor model for the forward markets of several commodities. 2013 VARGIOLU, TIZIANO + OPTIMIZATION - -
Capturing the power options smile by an additive two-factor model for overlapping futures prices 2021 Piccirilli M.Schmeck M. D.Vargiolu T. ENERGY ECONOMICS - -
Efficient representation of supply and demand curves on day-ahead electricity markets 2021 Soloviova, MariiaVargiolu, Tiziano THE JOURNAL OF ENERGY MARKETS - -
Elementi di Probabilita' e Statistica 2005 VARGIOLU, TIZIANO - - -
Explicit solutions for shortfall risk minimization in multinomial models 2002 VARGIOLU, TIZIANO + DECISIONS IN ECONOMICS AND FINANCE - -
Financial models with dependence on the past: a survey 2005 VARGIOLU, TIZIANO + - - Applied and Industrial Mathematics in Italy
Invariant measures for the Musiela equation with deterministic diffusion term 1999 VARGIOLU, TIZIANO FINANCE AND STOCHASTICS - -
Investing in electricity production under a reliability options scheme 2021 Fontini, FulvioVargiolu, TizianoZormpas, Dimitrios JOURNAL OF ECONOMIC DYNAMICS & CONTROL - -
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework 2019 PICCIRILLI, MARCOVargiolu, Tiziano + MATHEMATICS AND FINANCIAL ECONOMICS - -
Mean-reverting no-arbitrage additive models for forward curves in energy markets 2019 PICCIRILLI, MARCOVargiolu, Tiziano + ENERGY ECONOMICS - -
Modeling and valuing make-up clauses in gas swing contracts 2013 VARGIOLU, TIZIANO + ENERGY ECONOMICS - -
Modeling and valuing make-up clauses in gas swing contracts. 2012 VARGIOLU, TIZIANO + ENERGY ECONOMICS - -
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 2020 René AïdMatteo BaseiGiorgia CallegaroLuciano CampiTiziano Vargiolu MATHEMATICS OF OPERATIONS RESEARCH - -
On the singular control of exchange rates 2020 Vargiolu T. + ANNALS OF OPERATIONS RESEARCH - -
On the singular control of exchange rates 2020 Vargiolu T. + ANNALS OF OPERATIONS RESEARCH - -
On the superreplication approach for European interest rates derivatives 2002 VARGIOLU, TIZIANO + - - Proceedings of the Ascona '99 Seminar on Stochastic Analysis, Random Fields and Applications
Optimal Cross-Border Electricity Trading 2022 Flora, MariaVargiolu, Tiziano + SIAM JOURNAL ON FINANCIAL MATHEMATICS - -
Optimal default boundary in a discrete time setting 2001 VARGIOLU, TIZIANO + - TRENDS IN MATHEMATICS Proceedings of the Conference on Mathematical Finance, University of Konstanz
Optimal default boundary in discrete time models 2002 VARGIOLU, TIZIANO + RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI - -