PICCIRILLI, MARCO
PICCIRILLI, MARCO
Dipartimento di Biologia - DiBio
Capturing the power options smile by an additive two-factor model for overlapping futures prices
2021 Piccirilli, M.; Schmeck, M. D.; Vargiolu, T.
Existence of positive solutions for an approximation of stationary mean-field games
2017 Almayouf, Nojood; Bachini, Elena; Chapouto, Andreia; Ferreira, Rita; Gomes, Diogo; Jordão, Daniela; Evangelista Junior, David; Karagulyan, Avetik; Monasterio, Juan; Nurbekyan, Levon; Pagliar, Giorgia; Piccirilli, Marco; Pratapsi, Sagar; Prazeres, Mariana; Reis, João; Rodrigues, André; Romero, Orlando; Sargsyan, Maria; Seneci, Tommaso; Song, Chuliang; Terai, Kengo; Tomisaki, Ryota; Velasco-Perez, Hector; Voskanyan and Xianjin Yang, Vardan
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
2019 Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano
Mean-reverting no-arbitrage additive models for forward curves in energy markets
2019 Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano