Items where Author is "Callegaro, Giorgia"

Number of items: 4.
Article
  • Continuous-time persuasion by filtering. (2025) Aïd, René; Bonesini, Ofelia; Callegaro, Giorgia; Campi, Luciano picture_as_pdf
  • No-arbitrage commodity option pricing with market manipulation. Aïd, René; Callegaro, Giorgia; Campi, Luciano picture_as_pdf
  • Nonzero-sum stochastic differential games with impulse controls:a verification theorem with applications. Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano picture_as_pdf
  • Utility indifference pricing and hedging for structured contracts in energy markets. Callegaro, Giorgia; Campi, Luciano; Giusto, Valeria; Vargiolu, Tiziano