VARGIOLU, TIZIANO
VARGIOLU, TIZIANO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
A Bayesian adaptive control approach to risk management in a binomial model
2002 Runggaldier, WOLFGANG JOHANN; Trivellato, B.; Vargiolu, Tiziano
Calibration of a multifactor model for the forward markets of several commodities.
2013 E., Edoli; D., Tasinato; Vargiolu, Tiziano
Capturing the power options smile by an additive two-factor model for overlapping futures prices
2021 Piccirilli, M.; Schmeck, M. D.; Vargiolu, T.
Efficient representation of supply and demand curves on day-ahead electricity markets
2021 Soloviova, Mariia; Vargiolu, Tiziano
Elementi di Probabilita' e Statistica
2005 Vargiolu, Tiziano
Explicit solutions for shortfall risk minimization in multinomial models
2002 Scagnellato, C.; Vargiolu, Tiziano
Financial models with dependence on the past: a survey
2005 Hallulli, V.; Vargiolu, Tiziano
Gaussian Volterra Processes as Models of Electricity Markets
2024 Mishura, Yuliya; Ottaviano, Stefania; Vargiolu, Tiziano
Invariant measures for the Musiela equation with deterministic diffusion term
1999 Vargiolu, Tiziano
Investing in electricity production under a reliability options scheme
2021 Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
2019 Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano
Mean-reverting no-arbitrage additive models for forward curves in energy markets
2019 Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano
Modeling and valuing make-up clauses in gas swing contracts
2013 Enrico, Edoli; Stefano, Fiorenzani; Samuele, Ravelli; Vargiolu, Tiziano
Modeling and valuing make-up clauses in gas swing contracts.
2012 Enrico, Edoli; Stefano, Fiorenzani; Samuele, Ravelli; Vargiolu, Tiziano
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
2020 Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
On the superreplication approach for European interest rates derivatives
2002 Gozzi, F.; Vargiolu, Tiziano
Optimal Cross-Border Electricity Trading
2022 Cartea, Álvaro; Flora, Maria; Vargiolu, Tiziano; Slavov, Georgi
Optimal default boundary in a discrete time setting
2001 Altieri, A.; Vargiolu, Tiziano