| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A bird’s eye view on decision theory and mathematical finance: a tribute to the legacy of Erio Castagnoli
|
Favero, Gino
|
|
|
48 |
1 |
p. 1-3
|
article
|
| 2 |
A contribution to the NPV-IRR debate
|
Castagnoli, Erio
|
|
|
48 |
1 |
p. 153-174
|
article
|
| 3 |
Adaptation measures and stable international environmental agreements in a pollution dynamic game
|
Biancardi, Marta
|
|
|
48 |
1 |
p. 223-240
|
article
|
| 4 |
A Heath–Jarrow–Morton framework for energy markets: review and applications for practitioners
|
Gardini, Matteo
|
|
|
48 |
1 |
p. 603-642
|
article
|
| 5 |
Altruistic behavior and international environmental agreements: a differential game approach
|
Sacco, Armando
|
|
|
48 |
1 |
p. 517-540
|
article
|
| 6 |
A mean field game model for optimal trading in the intraday electricity market
|
Coskun, Sema
|
|
|
48 |
1 |
p. 269-299
|
article
|
| 7 |
American options with acceleration clauses
|
Battauz, Anna
|
|
|
48 |
1 |
p. 13-35
|
article
|
| 8 |
A non-invariance result for the spatial AK model
|
Ricci, Cristiano
|
|
|
48 |
1 |
p. 465-484
|
article
|
| 9 |
Backward hedging for American options with transaction costs
|
Goudenège, Ludovic
|
|
|
48 |
1 |
p. 541-569
|
article
|
| 10 |
Convertible lease risk spread modeling with correlation
|
Triki, Ons
|
|
|
48 |
1 |
p. 747-773
|
article
|
| 11 |
Equilibrium asset pricing with short rate risk
|
Sbuelz, Alessandro
|
|
|
48 |
1 |
p. 93-125
|
article
|
| 12 |
Erio Castagnoli: scientist, teacher, mentor and friend
|
Modesti, Paola
|
|
|
48 |
1 |
p. 5-12
|
article
|
| 13 |
Foreword to the Special Issue “Advances in optimal control and dynamic games in economics, finance, and insurance” of “Decision in economics and finance”
|
Federico, Salvatore
|
|
|
48 |
1 |
p. 175-178
|
article
|
| 14 |
Growth models with externalities on networks
|
Fabbri, Giorgio
|
|
|
48 |
1 |
p. 415-436
|
article
|
| 15 |
Identifying the number of latent factors of stochastic volatility models
|
Allaj, Erindi
|
|
|
48 |
1 |
p. 571-602
|
article
|
| 16 |
Linear-quadratic-singular stochastic differential games and applications
|
Dianetti, Jodi
|
|
|
48 |
1 |
p. 381-413
|
article
|
| 17 |
Monotonic transformation and recovering the implied stock price process
|
Fusai, Gianluca
|
|
|
48 |
1 |
p. 73-92
|
article
|
| 18 |
Multivariate risk attitude: a comparison of alternative approaches in sustainability policies
|
Beccacece, Francesca
|
|
|
48 |
1 |
p. 37-57
|
article
|
| 19 |
On Specimen Theoriae Novae de Mensura Sortis of Daniel Bernoulli
|
Modesti, Paola
|
|
|
48 |
1 |
p. 775-793
|
article
|
| 20 |
Optimal investment strategies under the relative performance in jump-diffusion markets
|
Aydoğan, Burcu
|
|
|
48 |
1 |
p. 179-204
|
article
|
| 21 |
Optimal planning in habit formation models with multiple goods
|
Bambi, Mauro
|
|
|
48 |
1 |
p. 205-222
|
article
|
| 22 |
Optimal portfolios with anticipating information on the stochastic interest rate
|
D’Auria, Bernardo
|
|
|
48 |
1 |
p. 301-328
|
article
|
| 23 |
Preferences over risk changes in variance
|
De Donno, Marzia
|
|
|
48 |
1 |
p. 59-72
|
article
|
| 24 |
Representation of stochastic optimal control problems with delay in the control variable
|
Girolami, Cristina Di
|
|
|
48 |
1 |
p. 361-380
|
article
|
| 25 |
Risk management through proportional reinsurance: an efficient computational approach
|
Ziani, Laura
|
|
|
48 |
1 |
p. 127-152
|
article
|
| 26 |
Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems
|
de Feo, Filippo
|
|
|
48 |
1 |
p. 329-359
|
article
|
| 27 |
Strategy complexity of limsup and liminf threshold objectives in countable MDPs, with applications to optimal expected payoffs
|
Mayr, Richard
|
|
|
48 |
1 |
p. 643-692
|
article
|
| 28 |
The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model
|
Ramponi, Alessandro
|
|
|
48 |
1 |
p. 485-516
|
article
|
| 29 |
Transboundary pollution control under evolving social norms: a mean-field approach
|
La Torre, Davide
|
|
|
48 |
1 |
p. 437-463
|
article
|
| 30 |
Two sided ergodic singular control and mean-field game for diffusions
|
Christensen, Sören
|
|
|
48 |
1 |
p. 241-267
|
article
|
| 31 |
Withdrawal success optimization
|
Brown, Hayden
|
|
|
48 |
1 |
p. 693-746
|
article
|
Journal description