3 Treffer für Personen = "Vargiolu, Tiziano"
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Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco ; Schmeck, Maren Diane ; Vargiolu, Tiziano
2019
On the Singular Control of Exchange Rates
Ferrari, Giorgio ; Vargiolu, Tiziano
2017
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben ; Vargiolu, Tiziano
2019