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 9 9 45
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 0 0 2 19
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 16 1 2 4 37
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 0 0 4 22
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 1 2 5 22
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 0 2 7 34
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 2 5 7 45
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 1 2 4 8
On the Singular Control of Exchange Rates 0 0 1 19 0 0 2 28
On the Singular Control of Exchange Rates 0 0 1 12 2 2 4 30
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 1 1 1 23
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 2 2 15 2 7 9 20
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 0 22 0 2 2 71
Optimal energy storage management for self-consumption groups 0 0 0 0 2 5 7 7
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 1 2 3 41
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 2 3 14
Pricing Reliability Options under different electricity prices' regimes 0 0 0 20 3 4 4 71
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 0 5 22
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 1 1 3 35
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 1 2 17
Total Working Papers 0 2 5 251 17 49 88 624

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 1 2 3 26
Efficient representation of supply and demand curves on day-ahead electricity markets 1 1 1 1 1 3 5 5
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 1 2 2 679
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 1 10 47
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 0 1 3 123
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 3 3 4 18
On the singular control of exchange rates 0 0 0 10 2 3 8 37
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 1 1 5 2 8 10 31
Optimal installation of renewable electricity sources: the case of Italy 0 0 1 5 0 1 5 31
Optimal intraday power trading with a Gaussian additive process 0 0 0 0 0 1 1 1
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 0 2 2 14
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 0 1 2 7 0 2 5 30
Pricing reliability options under different electricity price regimes 0 0 1 13 1 1 4 34
Pricing vulnerable claims in a Lévy-driven model 0 0 0 6 1 2 3 45
Recent advances in mathematical methods for finance 0 0 3 5 0 0 4 9
Robustness for path-dependent volatility models 0 0 0 1 0 2 4 37
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 1 2 4 992
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 1 2 3 3 20
Superreplication of European multiasset derivatives with bounded stochastic volatility 1 1 1 2 1 1 1 10
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 2 2 2 2 29
Total Journal Articles 2 4 13 520 18 42 85 2,290
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Statistics updated 2025-12-06