BENAZZOLI, Chiara
BENAZZOLI, Chiara
DIPARTIMENTO DI INFORMATICA
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.077 secondi).
Default Contagion in Financial Networks
2016-01-01 DI PERSIO, Luca; Benazzoli, Chiara
Feedback Optimal Controllers for the Heston Model
2020-01-01 DI PERSIO, Luca; Benazzoli, Chiara; Barbu, Viorel
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
2020-01-01 Benazzoli, Chiara; Campi, Luciano; DI PERSIO, Luca
Optimal execution strategy in liquidity framework
2017-01-01 Benazzoli, Chiara; DI PERSIO, Luca
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact
2018-01-01 Benazzoli, Chiara; DI PERSIO, Luca
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
2019-01-01 Benazzoli, Chiara; Campi, Luciano; DI PERSIO, Luca
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Default Contagion in Financial Networks | 1-gen-2016 | DI PERSIO, Luca; Benazzoli, Chiara | |
| Feedback Optimal Controllers for the Heston Model | 1-gen-2020 | DI PERSIO, Luca; Benazzoli, Chiara; Barbu, Viorel | |
| Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model | 1-gen-2020 | Benazzoli, Chiara; Campi, Luciano; DI PERSIO, Luca | |
| Optimal execution strategy in liquidity framework | 1-gen-2017 | Benazzoli, Chiara; DI PERSIO, Luca | |
| Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact | 1-gen-2018 | Benazzoli, Chiara; DI PERSIO, Luca | |
| ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps | 1-gen-2019 | Benazzoli, Chiara; Campi, Luciano; DI PERSIO, Luca |