| Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications R Aïd, M Basei, G Callegaro, L Campi, T Vargiolu Mathematics of Operations Research 45 (1), 205-232, 2020 | 41 | 2020 |
| Invariant measures for the Musiela equation with deterministic diffusion term T Vargiolu Finance and Stochastics 3 (4), 483-492, 1999 | 40 | 1999 |
| Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions M Flora, T Vargiolu European Journal of Operational Research 280 (1), 383-394, 2020 | 35 | 2020 |
| Robustness of the Black-Scholes approach in the case of options on several assets S Romagnoli, T Vargiolu Finance and Stochastics 4, 325-341, 2000 | 33 | 2000 |
| Pricing reliability options under different electricity price regimes L Andreis, M Flora, F Fontini, T Vargiolu Energy Economics 87, 104705, 2020 | 29 | 2020 |
| Mean-reverting no-arbitrage additive models for forward curves in energy markets L Latini, M Piccirilli, T Vargiolu Energy Economics 79, 157-170, 2019 | 29 | 2019 |
| A Bayesian adaptive control approach to risk management in a binomial model W Runggaldier, B Trivellato, T Vargiolu Seminar on Stochastic Analysis, Random Fields and Applications III: Centro …, 2002 | 29 | 2002 |
| Superreplication of European multiasset derivatives with bounded stochastic volatility F Gozzi, T Vargiolu Mathematical Methods of Operations Research 55, 69-91, 2002 | 28 | 2002 |
| Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework FE Benth, M Piccirilli, T Vargiolu Mathematics and Financial Economics 13 (4), 543-577, 2019 | 27 | 2019 |
| Modeling and valuing make-up clauses in gas swing contracts E Edoli, S Fiorenzani, S Ravelli, T Vargiolu Energy Economics 35, 58-73, 2013 | 26 | 2013 |
| Existence, uniqueness and smoothness for the Black-Scholes-Barenblatt equation T Vargiolu Universita di Padova, Department of Pure and Applied Mathematics, Rapporto …, 2001 | 26 | 2001 |
| Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market G Callegaro, T Vargiolu International Journal of Risk Assessment and Management 11 (1-2), 180-200, 2009 | 23 | 2009 |
| Optimal portfolio for CRRA utility functions when risky assets are exponential additive processes L Pasin, T Vargiolu Economic Notes 39 (1‐2), 65-90, 2010 | 17 | 2010 |
| Explicit solutions for shortfall risk minimization in multinomial models T Vargiolu Journal of Economic Literature 91, 93C55, 2002 | 17 | 2002 |
| Optimal cross-border electricity trading Á Cartea, M Flora, T Vargiolu, G Slavov SIAM Journal on Financial Mathematics 13 (1), 262-294, 2022 | 16 | 2022 |
| Pricing vulnerable claims in a Lévy-driven model A Capponi, S Pagliarani, T Vargiolu Finance and Stochastics 18, 755-789, 2014 | 16 | 2014 |
| Optimal portfolio in a regime-switching model ARL Valdez, T Vargiolu Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro …, 2013 | 16 | 2013 |
| Super-replication price: it can be ok L Carassus, T Vargiolu ESAIM: proceedings and surveys 64, 54-64, 2018 | 15 | 2018 |
| Optimization methods for gas and power markets: Theory and cases E Edoli, S Fiorenzani, T Vargiolu Palgrave Macmillan, 2016 | 14 | 2016 |
| Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem M Basei, A Cesaroni, T Vargiolu SIAM Journal on Financial Mathematics 5 (1), 581-608, 2014 | 14 | 2014 |
Giorgia CallegaroUniversità degli Studi di Padova在 math.unipd.it 的电子邮件经过验证
