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Bonesini, Ofelia
13  Ergebnisse:
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1

Correlated Equilibria for Mean Field Games with Progressive..:

Bonesini, Ofelia ; Campi, Luciano ; Fischer, Markus
Mathematics of Operations Research.  , 2024
Link: https://doi.org/10.1287/..
 
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2

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/..
 
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3

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..
 
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4

$\mathfrak{X}$PDE for $\mathfrak{X} \in \{\mathrm{BS},\math..:

Bonesini, Ofelia ; Jacquier, Antoine
http://arxiv.org/abs/2309.11183.  , 2023
Link: http://arxiv.org/abs/230..
 
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5

Rough volatility, path-dependent PDEs and weak rates of con..:

Bonesini, Ofelia ; Jacquier, Antoine ; Pannier, Alexandre
http://arxiv.org/abs/2304.03042.  , 2023
Link: http://arxiv.org/abs/230..
 
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6

Four essays in between Probability Theory and Financial Mat..:

BONESINI, OFELIA
https://hdl.handle.net/11577/3474223.  , 2023
Link: https://hdl.handle.net/1..
 
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7

Correlated equilibria for mean field games with progressive..:

Bonesini, Ofelia ; Campi, Luciano ; Fischer, Markus
http://arxiv.org/abs/2212.01656.  , 2022
Link: http://arxiv.org/abs/221..
 
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8

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..
 
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9

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..
 
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10

A theoretical analysis of Guyon's toy volatility model:

Bonesini, Ofelia ; Jacquier, Antoine ; Lacombe, Chloe
http://arxiv.org/abs/2001.05248.  , 2020
Link: http://arxiv.org/abs/200..
 
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11

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..
 
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12

Correlated equilibria for mean field games with progressive..:

Ofelia Bonesini ; Luciano Campi ; Markus Fischer
numberofpages:37.  , 2022
Link: https://hdl.handle.net/2..
 
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13

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..
 
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