Risultati della ricerca - nonlinear pricing
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Economic and Social Consequences of the COVID-19 Pandemic in Energy Sector
Pubblicazione 2022Soggetti: “...crude price...”
DOAB: download the publication
DOAB: description of the publication
Elettronico Capitolo di libro -
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Sustainable Industrial Engineering along Product-Service Life Cycle/Supply Chain
Pubblicazione 2021Soggetti: “...pricing...”
DOAB: download the publication
DOAB: description of the publication
Elettronico Capitolo di libro -
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Sustainable Consumer Behavior and Food Marketing
Pubblicazione 2021DOAB: download the publication
DOAB: description of the publication
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Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /
Pubblicazione 2016Sommario: “...Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model....”
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