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1

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..

2

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..

3

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..

4

A Fully Quantization-based Scheme for FBSDEs:

Callegaro, Giorgia ; Gnoatto, Alessandro ; Grasselli, Martino
http://arxiv.org/abs/2105.09276. , 2021

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

5

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

Aïd, René ; Bonesini, Ofelia ; Callegaro, Giorgia.
http://arxiv.org/abs/2111.04391. , 2021

Link: http://arxiv.org/abs/211..

6

Quantization goes polynomial:

Callegaro Giorgia ; Pallavicini Andrea ; Fiorin Lucio
info:eu-repo/semantics/altIdentifier/wos/WOS:000586106800001. , 2021

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

7

Fast Hybrid Schemes for Fractional Riccati Equations (Rough..:

Callegaro, Giorgia ; Grasselli, Martino ; Pagès, Gilles
info:eu-repo/semantics/altIdentifier/doi/10.1287/moor.2020.1054. , 2020

Link: https://hal.sorbonne-uni..

8

Optimal reduction of public debt under partial observation ..:

Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
info:eu-repo/semantics/altIdentifier/wos/WOS:000570134000001. , 2020

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

9

No–arbitrage commodity option pricing with market manipulat..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
info:eu-repo/semantics/altIdentifier/wos/WOS:000523054100001. , 2020

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

10

No-arbitrage commodity option pricing with market manipulat..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
http://eprints.lse.ac.uk/103815/1/Campi_no_arbitrage_commodity_option_pricing_published.pdf. , 2020

Link: http://eprints.lse.ac.uk..

11

Fast Hybrid Schemes for Fractional Riccati Equations (Rough..:

Callegaro, Giorgia ; Grasselli, Martino ; Pagès, Gilles
info:eu-repo/semantics/altIdentifier/doi/10.1287/moor.2020.1054. , 2020

Link: https://hal.sorbonne-uni..

12

Finance and stochastics / Optimal reduction of public debt ..:

Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
vignette : https://noah.nrw/titlepage/urn/urn:nbn:de:0070-pub-29465004/128. , 2020

Link: https://nbn-resolving.or..

13

Fast Hybrid Schemes for Fractional Riccati Equations (Rough..:

Callegaro, Giorgia ; Grasselli, Martino ; Pagès, Gilles
info:eu-repo/semantics/altIdentifier/doi/10.1287/moor.2020.1054. , 2020

Link: https://hal.sorbonne-uni..

14

No-Arbitrage Commodity Option Pricing with Market Manipulat..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
http://arxiv.org/abs/1909.07896. , 2019

Link: http://arxiv.org/abs/190..

15

Optimal reduction of public debt under partial observation ..:

Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
Series: Center for Mathematical Economics Working Papers. , 2019

Link: http://hdl.handle.net/10..

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