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 0 9 22 58
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 16 0 9 15 48
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 0 10 13 31
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 0 2 5 24
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 2 4 9 27
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 1 7 14 43
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 3 5 11 50
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 3 5 10 15
On the Singular Control of Exchange Rates 0 0 1 12 0 3 6 33
On the Singular Control of Exchange Rates 0 0 1 19 2 7 10 36
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 3 6 6 19
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 0 4 6 28
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 2 15 1 5 14 26
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 1 1 23 0 4 8 77
Optimal energy storage management for self-consumption groups 0 0 0 0 4 7 20 20
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 0 5 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 1 1 1 21 2 7 13 80
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 1 1 7 25
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 6 9 42
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 2 7 22
Total Working Papers 1 3 8 254 22 109 217 766

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 0 4 8 31
Efficient representation of supply and demand curves on day-ahead electricity markets 0 1 2 2 1 7 12 13
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 1 6 6 16
Mean-reverting no-arbitrage additive models for forward curves in energy markets 0 1 2 18 3 9 17 59
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 0 4 8 129
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 0 4 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 1 3 20 41
Optimal installation of renewable electricity sources: the case of Italy 0 0 0 5 1 3 6 35
Optimal intraday power trading with a Gaussian additive process 0 2 3 3 0 5 7 7
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 0 2 5 17
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 0 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 1 2 8 33
Pricing reliability options under different electricity price regimes 0 0 1 13 0 3 8 39
Pricing vulnerable claims in a Lévy-driven model 0 0 0 6 3 7 9 52
Recent advances in mathematical methods for finance 0 0 4 7 0 1 6 13
Robustness for path-dependent volatility models 0 0 0 1 0 1 5 39
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 1 4 9 998
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 1 1 3 7 24
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 1 7 9 36
Total Journal Articles 0 4 17 527 14 79 175 2,400
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Statistics updated 2026-04-09