IRIS Institutional Research Information System - AIR Archivio Istituzionale della Ricerca

CAMPI, LUCIANO

CAMPI, LUCIANO  

Dipartimento di Matematica Federigo Enriques  

Mostra records
Risultati 1 - 20 di 42 (tempo di esecuzione: 0.0 secondi).
Titolo Data di pubblicazione Autori Tipo File Abstract
A McKean-Vlasov game of commodity production, consumption and trading 1-dic-2022 Luciano Campi + Article (author) -
A note on extremality and completeness in financial markets with infinitely many risky assets 1-gen-2004 Campi L. Article (author) -
A note on market completeness with American put options 1-gen-2014 Campi L. Book Part (author) -
A probabilistic numerical method for optimal multiple switching problems in high dimension 1-gen-2014 Campi L. + Article (author) -
A structural risk-neutral model for pricing and hedging power derivatives 1-gen-2013 Campi L. + Article (author) -
A structural risk-neutral model of electricity prices 1-gen-2009 Campi L. + Article (author) -
A super-replication theorem in Kabanov's model of transaction costs 1-gen-2006 Campi L. + Article (author) -
An Impulse-Regime Switching Game Model of Vertical Competition 1-dic-2021 L. Campi + Article (author) -
Arbitrage and completeness in financial markets with given N-dimensional distributions 1-gen-2004 Campi Luciano Article (author) -
Change of numeraire in the two-marginals martingale transport problem 1-gen-2017 Campi L. + Article (author) -
Closed-form pricing of Benchmark Equity Default Swaps under the CEV assumption 1-gen-2005 L. Campi + Article (author) -
Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game 7-nov-2023 Luciano CampiFederico Cannerozzi + Article (author) -
Correlated equilibria and mean field games: a simple model 1-ago-2022 L. Campi + Article (author) -
Correlated equilibria for mean field games with progressive strategies 3-dic-2022 Luciano Campi + Article (author) -
Dynamic Markov bridges motivated by models of insider trading 1-gen-2011 Campi L. + Article (author) -
Efficient portfolios in financial markets with proportional transaction costs 1-gen-2013 Campi L. + Article (author) -
Equilibrium model with default and dynamic insider information 1-gen-2013 Campi L. + Article (author) -
Explicit construction of a dynamic bessel bridge of dimension 3 1-gen-2013 Campi L. + Article (author) -
Insider trading in an equilibrium model with default: A passage from reduced-form to structural modelling 1-gen-2007 Campi L. + Article (author) -
Mean field games with absorption and common noise with a model of bank run 1-gen-2023 Burzoni, MatteoCampi, Luciano Article (author) -