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Items where Author is "Vargiolu, Tiziano"

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Article

Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2019) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research. 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

This list was generated on Thu Nov 21 03:41:20 2019 GMT.