Items where Author is "Vargiolu, Tiziano"

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Article

Nonzero-sum stochastic differential games with impulse controls:a verification theorem with applications. (2020) Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano picture_as_pdf

Utility indifference pricing and hedging for structured contracts in energy markets. (2017) Callegaro, Giorgia; Campi, Luciano; Giusto, Valeria; Vargiolu, Tiziano