Search Results - Benazzoli, Chiara

  • Showing 1 - 9 results of 9
Refine Results
  1. 1
    Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model

    Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model by Benazzoli, Chiara, Campi, Luciano, Di Persio, Luca

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  2. 2
    ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

    ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps by Benazzoli, Chiara, Campi, Luciano, Di Persio, Luca

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  3. 3
    Feedback Optimal Controllers for the Heston Model

    Feedback Optimal Controllers for the Heston Model by Barbu, Viorel, Benazzoli, Chiara, Di Persio, Luca

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  4. 4
    Optimal execution strategy in liquidity framework

    Optimal execution strategy in liquidity framework by Benazzoli, Chiara, Di Persio, Luca

    Get full text
    Items that this one cites
    Article
    Save to List
    Saved in:
  5. 5
    Mild solutions to the dynamic programming equation for stochastic optimal control problems

    Mild solutions to the dynamic programming equation for stochastic optimal control problems by Barbu, Viorel, Benazzoli, Chiara, Di Persio, Luca

    Published in Automatica (Oxford)
    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  6. 6
    Mean field games with controlled jump-diffusion dynamics: Existence results and an illiquid interbank market model

    Mean field games with controlled jump-diffusion dynamics: Existence results and an illiquid interbank market model by Benazzoli, Chiara, Campi, Luciano, Luca Di Persio

    Published in arXiv.org
    Get full text
    Article
    Save to List
    Saved in:
  7. 7
    (\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

    (\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps by Benazzoli, Chiara, Campi, Luciano, Luca Di Persio

    Published in arXiv.org
    Get full text
    Article
    Save to List
    Saved in:
  8. 8
    Feedback optimal controllers for the Heston model

    Feedback optimal controllers for the Heston model by Barbu, Viorel, Benazzoli, Chiara, Luca Di Persio

    Published in arXiv.org
    Get full text
    Article
    Save to List
    Saved in:
  9. 9
    Mild solutions to the dynamic programming equation for stochastic optimal control problems

    Mild solutions to the dynamic programming equation for stochastic optimal control problems by Barbu, Viorel, Benazzoli, Chiara, Luca Di Persio

    Published in arXiv.org
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: