COSSO, ANDREA

COSSO, ANDREA  

Dipartimento di Matematica Federigo Enriques  

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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.004 secondi).
Titolo Data di pubblicazione Autori Tipo File Abstract
American option valuation in a stochastic volatility model with transaction costs 1-gen-2015 Cosso, Andrea + Article (author) -
Backward SDEs and infinite horizon stochastic optimal control 9-ago-2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach 1-gen-2018 Cosso, AndreaFuhrman, Marco + Article (author) -
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions 1-gen-2019 Cosso A. + Article (author) -
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations 1-gen-2016 COSSO, ANDREA + Book Part (author) -
Equilibrium price in intraday electricity markets 1-apr-2022 Cosso, Andrea + Article (author) -
Ergodicity of robust switching control and nonlinear system of quasi-variational inequalities 1-gen-2017 Cosso, Andrea + Article (author) -
Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion 1-gen-2016 COSSO, ANDREA + Book Part (author) -
Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations 1-dic-2016 Cosso, Andrea + Article (author) -
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach 1-gen-2016 A. CossoM. Fuhrman + Article (author) -
Path-dependent equations and viscosity solutions in infinite dimension 1-gen-2018 Cosso Andrea + Article (author) -
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem 1-feb-2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Robust feedback switching control : dynamic programming and viscosity solutions 1-gen-2016 Cosso, Andrea + Article (author) -
Strong-viscosity solutions : classical and path-dependent PDEs 1-apr-2019 Cosso A. + Article (author) -
The value of informational arbitrage 1-apr-2020 Cosso A. + Article (author) -