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 3 36
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 15 0 0 1 33
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 0 1 4 18
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 1 26 0 0 2 19
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 0 1 1 18
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 0 1 2 39
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 1 2 3 29
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 0 1 2 5
On the Singular Control of Exchange Rates 0 0 1 11 0 0 5 27
On the Singular Control of Exchange Rates 0 0 0 18 0 0 3 26
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 0 1 1 13
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 0 0 2 22
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 2 13 1 1 5 12
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 0 22 0 0 3 69
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 1 12 0 1 3 39
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 0 1 11
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 0 1 2 33
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 1 1 18
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 0 0 15
Total Working Papers 0 0 5 246 2 11 44 549

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 0 6 0 0 2 23
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 1 1 10
Mean-reverting no-arbitrage additive models for forward curves in energy markets 0 1 3 16 2 5 13 42
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 0 1 1 121
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 0 1 1 15
On the singular control of exchange rates 0 0 2 10 0 1 6 30
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 0 2 4 0 0 5 21
Optimal installation of renewable electricity sources: the case of Italy 0 1 2 5 1 3 9 29
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 0 0 2 12
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 1 1 62
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 0 0 0 5 0 0 2 25
Pricing reliability options under different electricity price regimes 0 0 1 12 0 0 4 31
Pricing vulnerable claims in a Lévy-driven model 0 0 2 6 0 0 4 43
Recent advances in mathematical methods for finance 0 1 3 3 0 2 7 7
Robustness for path-dependent volatility models 0 0 0 1 0 0 1 34
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 0 1 3 989
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 0 3 16 510 3 16 64 2,224
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Statistics updated 2025-04-04