VARGIOLU, TIZIANO
VARGIOLU, TIZIANO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
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A Bayesian adaptive control approach to risk management in a binomial model
2002 Runggaldier, WOLFGANG JOHANN; Trivellato, B.; Vargiolu, Tiziano
Financial models with dependence on the past: a survey
2005 Hallulli, V.; Vargiolu, Tiziano
On the superreplication approach for European interest rates derivatives
2002 Gozzi, F.; Vargiolu, Tiziano
Optimal default boundary in a discrete time setting
2001 Altieri, A.; Vargiolu, Tiziano
Optimal design of derivatives in illiquid markets: an alternative approach
2003 Vargiolu, Tiziano
Optimal portfolio in a regime-switching model
2013 A. R. V., Valdez; Vargiolu, Tiziano
Robustness of the Hobson-Rogers model with respect to the offset function
2008 V., Hallulli; Vargiolu, Tiziano
Un approccio bayesiano alla gestione del rischio in un modello binomiale
2001 Trivellato, B.; Vargiolu, Tiziano
| Titolo | Data di pubblicazione | Autori | Rivista | Serie | Titolo libro |
|---|---|---|---|---|---|
| A Bayesian adaptive control approach to risk management in a binomial model | 2002 | RUNGGALDIER, WOLFGANG JOHANNVARGIOLU, TIZIANO + | - | - | Progress in Probability Vol. 52 (Seminar on Stochastic Analysis, Random Fields and Applications) |
| Financial models with dependence on the past: a survey | 2005 | VARGIOLU, TIZIANO + | - | - | Applied and Industrial Mathematics in Italy |
| On the superreplication approach for European interest rates derivatives | 2002 | VARGIOLU, TIZIANO + | - | - | Proceedings of the Ascona '99 Seminar on Stochastic Analysis, Random Fields and Applications |
| Optimal default boundary in a discrete time setting | 2001 | VARGIOLU, TIZIANO + | - | TRENDS IN MATHEMATICS | Proceedings of the Conference on Mathematical Finance, University of Konstanz |
| Optimal design of derivatives in illiquid markets: an alternative approach | 2003 | VARGIOLU, TIZIANO | - | - | Atti della Giornata di Studio ''Metodi Numerici per la Finanza'', 30 maggio 2003 |
| Optimal portfolio in a regime-switching model | 2013 | VARGIOLU, TIZIANO + | - | - | Seminar on Stochastic Analysis, Random Fields and Applications VII - Centro Stefano Franscini - Ascona, May 2011 |
| Robustness of the Hobson-Rogers model with respect to the offset function | 2008 | VARGIOLU, TIZIANO + | - | - | Proceedings of the Ascona '05 Seminar on Stochastic Analysis, Random Fields and Applications |
| Un approccio bayesiano alla gestione del rischio in un modello binomiale | 2001 | VARGIOLU, TIZIANO + | - | - | Finanza Computazionale: atti della Scuola Estiva 2000 |