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 1 28 2 2 20 65
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 3 4 20 39
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 16 1 1 19 55
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 5 7 11 33
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 0 0 9 30
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 0 0 12 19
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 2 2 17 51
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 1 3 14 57
On the Singular Control of Exchange Rates 0 0 0 12 1 2 8 36
On the Singular Control of Exchange Rates 0 0 1 20 0 1 15 43
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 2 2 10 32
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 3 5 13 26
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 1 16 0 2 13 31
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 1 23 1 2 13 84
Optimal energy storage management for self-consumption groups 0 0 0 0 2 4 24 29
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 3 3 13 53
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 2 3 17
Pricing Reliability Options under different electricity prices' regimes 0 0 1 21 1 3 21 89
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 1 2 8 30
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 2 2 13 47
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 0 8 25
Total Working Papers 0 0 5 256 30 49 284 891

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 1 1 1 8 4 5 19 44
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 2 2 3 3 13 17
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 1 1 7 685
Investing in electricity production under a reliability options scheme 0 0 0 1 1 2 11 21
Mean-reverting no-arbitrage additive models for forward curves in energy markets 0 1 2 19 2 4 24 71
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 2 4 18 141
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 0 0 12 27
On the singular control of exchange rates 0 0 1 11 2 6 13 48
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 0 1 6 2 2 18 47
Optimal installation of renewable electricity sources: the case of Italy 0 0 0 5 1 1 7 38
Optimal intraday power trading with a Gaussian additive process 0 0 3 3 1 1 10 11
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 4 4 7 21
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 0 4 66
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 0 0 0 7 0 0 6 36
Pricing reliability options under different electricity price regimes 0 0 0 13 3 3 17 50
Pricing vulnerable claims in a Lévy-driven model 0 0 0 6 0 0 10 54
Recent advances in mathematical methods for finance 0 0 2 7 0 1 9 18
Robustness for path-dependent volatility models 0 0 0 1 0 1 5 42
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 0 0 12 1,003
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 1 0 0 7 25
Superreplication of European multiasset derivatives with bounded stochastic volatility 0 0 1 2 0 1 8 17
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 2 3 4 17 44
Total Journal Articles 1 2 13 531 29 43 254 2,526
1 registered items for which data could not be found
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Statistics updated 2026-11-12