Browsing LEDa (UMR CNRS 8007, UMR IRD 260) by Author "Callegaro, Giorgia"

Now showing items 1-4 of 4

A McKean-Vlasov game of commodity production, consumption and trading

Aïd, René; Bonesini, O.; Callegaro, Giorgia; Campi, Luciano (2022) Article accepté pour publication ou publié
No-arbitrage commodity option pricing with market manipulation

Aïd, René; Callegaro, Giorgia; Campi, Luciano (2020-04) Article accepté pour publication ou publié
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano (2019) Article accepté pour publication ou publié
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications

Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano (2020-02) Article accepté pour publication ou publié