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

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/..

3

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/..

4

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/..

5

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/..

6

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/..

7

Quantization goes polynomial:

Callegaro, Giorgia ; Fiorin, Lucio ; Pallavicini, Andrea
Quantitative Finance. 21 (2020) 3 - p. 361-376 , 2020

Link: https://doi.org/10.1080/..

8

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

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
Mathematics and Financial Economics. 14 (2020) 3 - p. 577-603 , 2020

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

9

Optimal reduction of public debt under partial observation ..:

Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
Finance and Stochastics. 24 (2020) 4 - p. 1083-1132 , 2020

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

10

Quantization meets Fourier: a new technology for pricing op..:

Callegaro, Giorgia ; Fiorin, Lucio ; Grasselli, Martino
Annals of Operations Research. 282 (2018) 1-2 - p. 59-86 , 2018

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

11

Utility indifference pricing and hedging for structured con..:

Callegaro, Giorgia ; Campi, Luciano ; Giusto, Valeria.
Mathematical Methods of Operations Research. 85 (2017) 2 - p. 265-303 , 2017

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

12

Pricing via recursive quantization in stochastic volatility..:

Callegaro, Giorgia ; Fiorin, Lucio ; Grasselli, Martino
Quantitative Finance. 17 (2016) 6 - p. 855-872 , 2016

Link: https://doi.org/10.1080/..

13

Optimal investment in markets with over and under-reaction ..:

Callegaro, Giorgia ; Gaïgi, M'hamed ; Scotti, Simone.
Mathematics and Financial Economics. 11 (2016) 3 - p. 299-322 , 2016

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

14

Optimal Investment in Markets with Over and Under-Reaction ..:

Callegaro, Giorgia ; Gaigi, M'hamed ; Scotti, Simone.
Mathematics and Financial Economics 11(3):1-24DOI:10.1007/s11579-016-0182-8. , 2015

Link: https://ssrn.com/abstrac..

15

Carthaginian enlargement of filtrations:

Callegaro, Giorgia ; Jeanblanc, Monique ; Zargari, Behnaz
ESAIM: Probability and Statistics. 17 (2013) - p. 550-566 , 2013

Link: https://doi.org/10.1051/..