E-LIB Suche - Ergebnisse für: Campi, Luciano

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/..

2

Mean field games with absorption and common noise with a mo..:

Burzoni, Matteo ; Campi, Luciano
Stochastic Processes and their Applications. 164 (2023) - p. 206-241 , 2023

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

3

MFG model with a long-lived penalty at random jump times: a..:

Alasseur, Clémence ; Campi, Luciano ; Dumitrescu, Roxana.
Annals of Operations Research. 336 (2023) 1-2 - p. 541-569 , 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

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/..

6

An Impulse-Regime Switching Game Model of Vertical Competit..:

Aïd, René ; Campi, Luciano ; Li, Liangchen.
Dynamic Games and Applications. 11 (2021) 4 - p. 631-669 , 2021

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

7

Nonzero-Sum Stochastic Differential Games Between an Impuls..:

Campi, Luciano ; De Santis, Davide
Journal of Optimization Theory and Applications. 186 (2020) 2 - p. 688-724 , 2020

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

8

Optimal Market Making under Partial Information with Genera..:

Campi, Luciano ; Zabaljauregui, Diego
Applied Mathematical Finance. 27 (2020) 1-2 - p. 1-45 , 2020

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

9

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/..

10

Mean field games with controlled jump–diffusion dynamics: E..:

Benazzoli, Chiara ; Campi, Luciano ; Di Persio, Luca
Stochastic Processes and their Applications. 130 (2020) 11 - p. 6927-6964 , 2020

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

11

ε-Nash equilibrium in stochastic differential games with me..:

Benazzoli, Chiara ; Campi, Luciano ; Di Persio, Luca
Statistics & Probability Letters. 154 (2019) - p. 108522 , 2019

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

12

On the support of extremal martingale measures with given m..:

Campi, Luciano ; Martini, Claude
Advances in Applied Probability. 51 (2019) 2 - p. 570-605 , 2019

Link: https://doi.org/10.1017/..

13

ON THE SUPPORT OF EXTREMAL MARTINGALE MEASURES WITH GIVEN M..:

CAMPI, LUCIANO ; MARTINI, CLAUDE
Advances in Applied Probability. 51 (2019) 2 - p. 570-605 , 2019

Link: https://www.jstor.org/st..

14

N-PLAYER GAMES AND MEAN-FIELD GAMES WITH ABSORPTION:

Campi, Luciano ; Fischer, Markus
The Annals of Applied Probability. 28 (2018) 4 - p. 2188-2242 , 2018

Link: https://www.jstor.org/st..

15

Optimal Market Making Under Partial Information With Genera..:

Campi, Luciano ; Zabaljauregui, Diego
Applied Mathematical Finance (2020). , 2018

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