CAMPI, LUCIANO
CAMPI, LUCIANO
Dipartimento di Matematica Federigo Enriques
A McKean-Vlasov game of commodity production, consumption and trading
2022 R. Aïd, O. Bonesini, G. Callegaro, L. Campi
A note on extremality and completeness in financial markets with infinitely many risky assets
2004 L. Campi
A note on market completeness with American put options
2014 L. Campi
A probabilistic numerical method for optimal multiple switching problems in high dimension
2014 R. Aid, L. Campi, N. Langrene, H. Pham
A structural risk-neutral model for pricing and hedging power derivatives
2013 R. Aid, L. Campi, N. Langrene
A structural risk-neutral model of electricity prices
2009 R. Aid, L. Campi, A.N. Huu, N. Touzi
A super-replication theorem in Kabanov's model of transaction costs
2006 L. Campi, W. Schachermayer
An Impulse-Regime Switching Game Model of Vertical Competition
2021 R. Aid, L. Campi, L. Li, M. Ludkovski
Arbitrage and completeness in financial markets with given N-dimensional distributions
2004 L. Campi
Change of numeraire in the two-marginals martingale transport problem
2017 L. Campi, I. Laachir, C. Martini
Closed-form pricing of Benchmark Equity Default Swaps under the CEV assumption
2005 L. Campi, A. Sbuelz
Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game
2023 L. Campi, F. Cannerozzi, F. Cartellier
Correlated equilibria and mean field games: a simple model
2022 L. Campi, M. Fischer
Correlated equilibria for mean field games with progressive strategies
2022 O. Bonesini, L. Campi, M. Fischer
Dynamic Markov bridges motivated by models of insider trading
2011 L. Campi, U. Etin, A. Danilova
Efficient portfolios in financial markets with proportional transaction costs
2013 L. Campi, E. Jouini, V. Porte
Equilibrium model with default and dynamic insider information
2013 L. Campi, U. Cetin, A. Danilova
Explicit construction of a dynamic bessel bridge of dimension 3
2013 L. Campi, U. Cetin, A. Danilova
Insider trading in an equilibrium model with default: A passage from reduced-form to structural modelling
2007 L. Campi, U. Cetin
Mean field games with absorption and common noise with a model of bank run
2023 M. Burzoni, L. Campi