Items where Author is "Callegaro, Giorgia"

Aïd, René, Callegaro, Giorgia and Campi, Luciano (2020) No-arbitrage commodity option pricing with market manipulation. Mathematics and Financial Economics, 14 (3). 577 - 603. ISSN 1862-9679

Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2020) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research, 45 (1). 205 - 232. ISSN 0364-765X

Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria and Vargiolu, Tiziano (2017) Utility indifference pricing and hedging for structured contracts in energy markets. Mathematical Methods of Operations Research, 85 (2). pp. 265-303. ISSN 1432-2994