D'AURIA, BERNARDO
D'AURIA, BERNARDO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach
2025 Azze, A.; D'Amico, G.; D'Auria, B.; Vergine, S.
Correction to: Anticipative information in a Brownian−Poisson market (Annals of Operations Research, (2022), 10.1007/s10479-022-05060-0)
2024 D'Auria, B.; Salmeron, J. A.
Equilibrium Strategies for Overtaking-Free Queueing Networks under Partial Information
2024 Barbato, David; Cesaro, Alberto; D'Auria, Bernardo
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
2024 Azze, Abel; D'Auria, Bernardo; García-Portugués, Eduardo
Optimal portfolios with anticipating information on the stochastic interest rate
2024 D'Auria, B.; Salmeron, J. A.
Optimal stopping of an Ornstein–Uhlenbeck bridge
2024 Azze, A.; D'Auria, B.; García-Portugués, E.
Erratum: A note on Insider information and its relation with the arbitrage condition and the utility maximization problem (Math. Biosci. Eng. (2020) 17 (998-1019) DOI: 10.3934/mbe.2020053)
2023 D'Auria, B.; Salmerón, J. A.
An M/M/c queue with queueing-time dependent service rates
2022 D'Auria, B; Adan, Ijbf; Bekker, R; Kulkarni, V
Anticipative information in a Brownian−Poisson market
2022 D'Auria, B.; Salmeron, J. A.
Conditioned tandem networks
2022 D'Auria, Bernardo
Stability and Instability of the MaxWeight Policy
2021 Bramson, Maury; D’Auria, Bernardo; Walton, Neil
A class of ito diffusions with known terminal value and specified optimal barrier
2020 D'Auria, B.; Ferriero, A.
Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning
2020 D’Auria, Bernardo; García-Portugués, Eduardo; Guada, Abel
Insider information and its relation with the arbitrage condition and the utility maximization problem
2019 D'Auria, Bernardo; Salmerón, José Antonio
Proportional switching in first-in, first-out networks
2017 Bramson, M.; D'Auria, B.; Walton, N.
Sojourn time in a single-server queue with threshold service rate control
2016 Adan, I.; D'Auria, B.
Pure threshold strategies for a two-node tandem network under partial information
2015 D'Auria, B.; Kanta, S.
M/M/ Queue with ON-OFF Service Speeds
2014 D'Auria, B.
Closed queueing networks under congestion: Nonbottleneck independence and bottleneck convergence
2013 Anselmi, J.; D'Auria, B.; Walton, N.
A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
2012 D'Auria, B