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 0 0 27 0 0 1 36
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 16 1 1 3 35
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 0 0 5 19
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 0 1 4 22
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 2 2 3 20
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 0 3 6 32
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 1 1 3 40
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 1 1 3 6
On the Singular Control of Exchange Rates 0 0 2 12 0 0 4 28
On the Singular Control of Exchange Rates 0 0 1 19 0 1 5 28
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 0 0 1 13
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 0 0 0 22
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 2 13 0 1 4 13
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 0 22 0 0 2 69
Optimal energy storage management for self-consumption groups 0 0 0 0 0 2 2 2
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 0 0 2 39
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 1 1 12
Pricing Reliability Options under different electricity prices' regimes 0 0 0 20 0 0 0 67
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 1 2 5 22
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 1 3 34
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 0 1 16
Total Working Papers 0 0 6 249 6 17 58 575

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 1 1 7 0 1 2 24
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 0 1 1 2 2
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 0 0 1 677
Investing in electricity production under a reliability options scheme 0 0 0 1 0 0 1 10
Mean-reverting no-arbitrage additive models for forward curves in energy markets 0 0 2 17 0 3 11 46
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 1 1 2 122
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 0 0 1 15
On the singular control of exchange rates 0 0 2 10 0 3 8 34
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 0 0 4 0 1 3 23
Optimal installation of renewable electricity sources: the case of Italy 0 0 2 5 1 1 6 30
Optimal intraday power trading with a Gaussian additive process 0 0 0 0 0 0 0 0
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 0 0 0 12
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 0 1 62
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 1 1 1 6 2 2 4 28
Pricing reliability options under different electricity price regimes 0 1 1 13 0 1 4 33
Pricing vulnerable claims in a Lévy-driven model 0 0 1 6 0 0 3 43
Recent advances in mathematical methods for finance 2 2 4 5 2 2 7 9
Robustness for path-dependent volatility models 0 0 0 1 1 1 2 35
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 0 0 2 990
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 1 1 0 0 1 17
Superreplication of European multiasset derivatives with bounded stochastic volatility 0 0 0 1 0 0 0 9
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 2 0 0 0 27
Total Journal Articles 3 5 15 516 8 17 61 2,248
1 registered items for which data could not be found
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Statistics updated 2025-09-05