Access Statistics for Tiziano Vargiolu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Additive energy forward curves in a Heath-Jarrow-Morton framework 0 1 1 28 2 13 22 58
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 16 3 11 15 48
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 2 12 13 31
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 1 2 5 24
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 1 3 7 25
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 0 2 8 47
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 2 8 14 42
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 0 4 7 12
On the Singular Control of Exchange Rates 0 0 1 19 1 6 8 34
On the Singular Control of Exchange Rates 0 0 1 12 1 3 6 33
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 1 5 6 28
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 1 3 3 16
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 2 15 1 5 14 25
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 1 1 23 0 6 8 77
Optimal energy storage management for self-consumption groups 0 0 0 0 1 9 16 16
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 2 6 8 47
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 1 4 15
Pricing Reliability Options under different electricity prices' regimes 0 0 0 20 0 7 11 78
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 2 6 24
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 2 7 9 42
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 5 7 22
Total Working Papers 0 2 7 253 21 120 197 744

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 7 2 5 8 31
Efficient representation of supply and demand curves on day-ahead electricity markets 1 1 2 2 2 7 11 12
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 0 1 3 680
Investing in electricity production under a reliability options scheme 0 0 0 1 0 5 5 15
Mean-reverting no-arbitrage additive models for forward curves in energy markets 1 1 2 18 2 9 16 56
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 0 6 8 129
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 3 7 10 25
On the singular control of exchange rates 0 0 0 10 0 2 9 39
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 0 1 5 0 9 19 40
Optimal installation of renewable electricity sources: the case of Italy 0 0 0 5 0 3 6 34
Optimal intraday power trading with a Gaussian additive process 0 3 3 3 0 6 7 7
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 0 3 5 17
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 1 1 63
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 0 0 2 7 0 2 7 32
Pricing reliability options under different electricity price regimes 0 0 1 13 0 5 8 39
Pricing vulnerable claims in a Lévy-driven model 0 0 0 6 0 4 6 49
Recent advances in mathematical methods for finance 0 2 4 7 0 4 6 13
Robustness for path-dependent volatility models 0 0 0 1 0 2 5 39
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 0 5 8 997
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 1 1 3 6 23
Superreplication of European multiasset derivatives with bounded stochastic volatility 0 0 1 2 0 1 2 11
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 2 0 6 8 35
Total Journal Articles 2 7 17 527 10 96 164 2,386
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Statistics updated 2026-03-04