Biagini, Sara

1. Optimal dynamic regulation of carbon emissions market: A variational\n approach
   2021/02/24 by René Aïd, Aïd, René, Sara Biagini +1 · 3 citations
   Economics, Econometrics and Finance · Energy · Environmental Science · #Climate Change Policy and Economics #Energy, Environment, and Transportation Policies #Environmental Impact and Sustainability
2. The Robust Merton Problem of an Ambiguity Averse Investor
   2015/02/10 by Biagini, Sara, Pinar, Mustafa · 2 citations
   #FOS: Economics and business #Portfolio Management (q-fin.PM)
3. Indifference price with general semimartingales
   2009/05/28 by Sara Biagini, Biagini, Sara, Marco Frittelli +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #q-fin.CP #q-fin.PR