I agree that this site is using cookies. You can find further informations
here
.
X
Login
My folder (
0
)
Home
About us
Home About us
Our history
Profile
Press & public relations
Friends
The library in figures
Exhibitions
Projects
Training, internships, careers
Films
Services & Information
Home Services & Information
Lending and interlibrary loans
Returns and renewals
Training and library tours
My Account
Library cards
New to the library?
Download Information
Opening hours
Learning spaces
PC, WLAN, copy, scan and print
Catalogs and collections
Home Catalogs and Collections
Rare books and manuscripts
Digital collections
Subject Areas
Our sites
Home Our sites
Central Library
Law Library (Juridicum)
BB Business and Economics (BB11)
BB Physics and Electrical Engineering
TB Engineering and Social Sciences
TB Economics and Nautical Sciences
TB Music
TB Art & Design
TB Bremerhaven
Contact the library
Home Contact the library
Staff Directory
Open access & publishing
Home Open access & publishing
Reference management: Citavi & RefWorks
Publishing documents
Open Access in Bremen
Show Desktop-Version
Toggle navigation
Callegaro, Giorgia
62
results:
Search for persons
X
Format
Online (62)
Mediatypes
Articles (Online) (20)
OpenAccess-fulltext (42)
Sorted by: Relevance
Sorted by: Year
?
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 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
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/..
?
8
Quantization goes polynomial:
Callegaro, Giorgia
;
Fiorin, Lucio
;
Pallavicini, Andrea
Quantitative Finance. 21 (2020) 3 - p. 361-376 , 2020
Link:
https://doi.org/10.1080/..
?
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
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/..
?
13
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/..
?
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
Optimal consumption problems in discontinuous markets:
Callegaro, Giorgia
Optimization. 62 (2013) 11 - p. 1575-1602 , 2013
Link:
https://doi.org/10.1080/..
1-15