E-LIB Suche - Ergebnisse für: Callegaro, Giorgia

1

Recent advances in mathematical methods for finance:

Callegaro, Giorgia ; Fontana, Claudio ; Grasselli, Martino..
Annals of Operations Research. 336 (2024) 1-2 - p. 1-2 , 2024

Link: https://doi.org/10.1007/..

2

Optimal reinsurance via BSDEs in a partially observable mod..:

Brachetta, Matteo ; Callegaro, Giorgia ; Ceci, Claudia.
Finance and Stochastics. 28 (2023) 2 - p. 453-495 , 2023

Link: https://doi.org/10.1007/..

3

A fully quantization-based scheme for FBSDEs:

Callegaro, Giorgia ; Gnoatto, Alessandro ; Grasselli, Martino
Applied Mathematics and Computation. 441 (2023) - p. 127666 , 2023

Link: https://doi.org/10.1016/..

4

A Fully Quantization-based Scheme for FBSDEs:

Giorgia Callegaro ; Alessandro Gnoatto ; Martino Grasselli
volume:441. , 2023

Link: https://hdl.handle.net/1..

5

From elephant to goldfish (and back): memory in stochastic ..:

Bonesini, Ofelia ; Callegaro, Giorgia ; Grasselli, Martino.
http://arxiv.org/abs/2306.02708. , 2023

Link: http://arxiv.org/abs/230..

6

Optimal reinsurance via BSDEs in a partially observable mod..:

Matteo Brachetta ; Giorgia Callegaro ; Claudia Ceci.
info:eu-repo/semantics/altIdentifier/wos/WOS:001105305600001. , 2023

Link: https://hdl.handle.net/1..

7

A McKean–Vlasov Game of Commodity Production, Consumption a..:

Aïd, René ; Bonesini, Ofelia ; Callegaro, Giorgia.
Applied Mathematics & Optimization. 86 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

8

A McKean-Vlasov game of commodity production, consumption a..:

René Aïd ; Ofelia Bonesini ; Giorgia Callegaro.
info:eu-repo/semantics/altIdentifier/wos/WOS:000853875200005. , 2022

Link: https://hdl.handle.net/2..

9

A Self-Exciting Modelling Framework for Forward Prices in P..:

giorgia callegaro ; carlo sgarra ; andrea mazzoran
info:eu-repo/semantics/altIdentifier/wos/WOS:000693237300001. , 2022

Link: http://hdl.handle.net/11..

10

Optimal reinsurance via BSDEs in a partially observable mod..:

Brachetta, Matteo ; Callegaro, Giorgia ; Ceci, Claudia.
http://arxiv.org/abs/2207.05489. , 2022

Link: http://arxiv.org/abs/220..

11

A McKean–Vlasov Game of Commodity Production, Consumption a..:

giorgia callegaro ; ofelia bonesini ; rené aid.
info:eu-repo/semantics/altIdentifier/wos/WOS:000853875200005. , 2022

Link: http://hdl.handle.net/11..

12

Prevalence and Clinical Impact of SARS-CoV-2 Silent Carrier..:

Zambelli, Alberto ; Chiudinelli, Lorenzo ; Fotia, Vittoria...
The Oncologist. 26 (2021) 4 - p. 341-347 , 2021

Link: https://doi.org/10.1002/..

13

A self‐exciting modeling framework for forward prices in po..:

Callegaro, Giorgia ; Mazzoran, Andrea ; Sgarra, Carlo
Applied Stochastic Models in Business and Industry. 38 (2021) 1 - p. 27-48 , 2021

Link: https://doi.org/10.1002/..

14

Correction to: No-arbitrage commodity option pricing with m..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
Mathematics and Financial Economics. 15 (2021) 2 - p. 473-475 , 2021

Link: https://doi.org/10.1007/..

15

Functional quantization of rough volatility and application..:

Bonesini, Ofelia ; Callegaro, Giorgia ; Jacquier, Antoine
http://arxiv.org/abs/2104.04233. , 2021

Link: http://arxiv.org/abs/210..