Risultati della ricerca - nonlinear pricing

  1. 21

    Economic and Social Consequences of the COVID-19 Pandemic in Energy Sector

    Pubblicazione 2022
    Soggetti: “...crude price...”
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    Elettronico Capitolo di libro
  2. 22

    Sustainable Industrial Engineering along Product-Service Life Cycle/Supply Chain

    Pubblicazione 2021
    Soggetti: “...pricing...”
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    Elettronico Capitolo di libro
  3. 23

    Sustainable Consumer Behavior and Food Marketing

    Pubblicazione 2021
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    Elettronico Capitolo di libro
  4. 24

    Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /

    Pubblicazione 2016
    Sommario: “...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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    Elettronico eBook
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