Tiziano Vargiolu

Tiziano Vargiolu

Università degli Studi di Padova - Padova / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1870980
University of Padua
person_outline Tiziano Vargiolu's MOST POPULAR ARTICLES
1-) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applicationsR Aïd, M Basei, G Callegaro, L Campi, T VargioluMathematics of Operations Research 45 (1), 205-232, 2020392020
2-) Invariant measures for the Musiela equation with deterministic diffusion termT VargioluFinance and Stochastics 3 (4), 483-492, 1999391999
3-) Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisionsM Flora, T VargioluEuropean Journal of Operational Research 280 (1), 383-394, 2020342020
4-) Robustness of the Black-Scholes approach in the case of options on several assetsS Romagnoli, T VargioluFinance and Stochastics 4, 325-341, 2000332000
5-) Pricing reliability options under different electricity price regimesL Andreis, M Flora, F Fontini, T VargioluEnergy Economics 87, 104705, 2020322020