Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Vargiolu, Tiziano"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.


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

This list was generated on Thu Jul 18 10:17:10 2024 BST.