Tiziano Vargiolu
- On the Singular Control of Exchange Rates
2017/12/06 by Giorgio Ferrari, Ferrari, Giorgio, Tiziano Vargiolu +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #60G40 #60J60 #91B64 #91G30 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #math.OC #msc:60G40 #msc:60J60 #msc:91B64 #msc:91G30 #msc:93E20 #q-fin.MF
- Utility indifference pricing and hedging for structured contracts in energy markets
2014/07/29 by Giorgia Callegaro, Callegaro, Giorgia, Luciano Campi +5 · 1 citation
Economics, Econometrics and Finance · Engineering · #FOS: Economics and business #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Process Optimization and Integration #q-fin.MF
- Pricing Reliability Options under different electricity prices' regimes
2019/09/12 by Luisa Andreis, Andreis, Luisa, Maria Flora +5 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Pricing of Securities (q-fin.PR) #q-fin.PR
- Optimal management of pumped hydroelectric production with state constrained optimal control
2019/09/15 by Athena Picarelli, Picarelli, Athena, Tiziano Vargiolu +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Reservoir Engineering and Simulation Methods #Risk and Portfolio Optimization #Water resources management and optimization #math.OC #q-fin.MF
- Efficient representation of supply and demand curves on day-ahead electricity markets
2020/02/02 by Mariia Soloviova, Soloviova, Mariia, Tiziano Vargiolu +1 · 1 citation
Economics, Econometrics and Finance · Energy · Engineering · #Econometrics (econ.EM) #Electric Power System Optimization #Energy Efficiency and Management #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Smart Grid Energy Management #econ.EM #q-fin.PR