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 2 27 0 1 7 35
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 15 0 0 1 32
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 0 0 0 14
Efficient representation of supply and demand curves on day-ahead electricity markets 0 1 1 26 0 1 1 18
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 0 0 0 17
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 0 0 1 26
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 0 0 0 37
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 0 0 0 3
On the Singular Control of Exchange Rates 0 0 0 18 0 0 0 23
On the Singular Control of Exchange Rates 0 0 0 10 0 1 3 24
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 0 0 2 22
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 0 0 0 12
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 11 11 0 0 9 9
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 0 22 0 1 3 67
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 1 1 12 0 1 1 37
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 1 1 0 1 2 11
Pricing Reliability Options under different electricity prices' regimes 0 0 0 20 0 0 1 67
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 0 0 31
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 0 0 1 17
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 0 0 1 15
Total Working Papers 0 2 16 243 0 6 33 517

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 6 0 0 4 22
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 0 0 0 676
Investing in electricity production under a reliability options scheme 0 0 0 1 0 0 2 9
Mean-reverting no-arbitrage additive models for forward curves in energy markets 1 1 4 15 1 4 13 35
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 0 0 2 120
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 0 0 0 14
On the singular control of exchange rates 0 0 3 8 0 2 7 26
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 0 2 4 0 0 7 20
Optimal installation of renewable electricity sources: the case of Italy 0 0 1 3 0 2 8 24
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 1 2 0 2 5 12
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 0 0 0 61
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 0 0 1 5 0 0 4 24
Pricing reliability options under different electricity price regimes 0 1 1 12 0 2 4 29
Pricing vulnerable claims in a Lévy-driven model 0 0 1 5 0 0 1 40
Recent advances in mathematical methods for finance 0 1 1 1 0 1 2 2
Robustness for path-dependent volatility models 0 0 0 1 0 0 0 33
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 0 0 2 988
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 0 0 0 0 16
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 1 27
Total Journal Articles 1 3 16 501 1 13 62 2,187
1 registered items for which data could not be found
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Statistics updated 2024-09-04