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Number of items at this level: 23.


Andreoli, Alessandro (2011) Scaling and Multiscaling in Financial Indexes: A Simple Model. [Ph.D. thesis]


Basei, Matteo (2016) Topics in stochastic control and differential game theory, with application to mathematical finance. [Ph.D. thesis]

Bertolini, Marina (2015) Smart grids, energy production and private investments: a real option approach. [Ph.D. thesis]

Buratto, Alessandra and Grosset, Luca and Viscolani, Bruno (2005) Linear models and advertising. [Journal papers (printed)]

Buratto, Alessandra and Grosset, Luca and Viscolani, Bruno (2005) Linear models and advertising. [Journal papers (printed)]


Edoli, Enrico (2013) Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications. [Ph.D. thesis]


Favaretto, Daniela and Viscolani, Bruno (2004) A general model for the marketing of seasonal products. [Journal papers (printed)]

Fiorin, Lucio (2018) Essays on Quantization in Financial Mathematics. [Ph.D. thesis]

Flora, Maria (2018) Essays on Energy Markets. [Ph.D. thesis]

Fontana, Claudio (2012) Four Essays in Financial Mathematics. [Ph.D. thesis]

Franceschi, Daniele (2012) Selezione e stima di dipendenze multivariate: il caso della pair-copula construction con una sua applicazione in campo assicurativo. [Ph.D. thesis]


Gnoatto, Alessandro (2012) Wishart processes: theory and applications in mathematical finance. [Ph.D. thesis]

Grosset, Luca and Viscolani, Bruno (2010) Advertising and exogenous interference in a segmented market. [Preprint]

Grosset, Luca and Viscolani, Bruno (2007) Dynamic advertising with constant exogenous interference. [Technical Report] (Inedito)

Grosset, Luca and Viscolani, Bruno (2006) Optimal advertising in a segmented market under different media choices. [Preprint]

Grosset, Luca and Viscolani, Bruno (2004) Two pairs of symmetric optimal control problems in Economics. [Journal papers (printed)]


Manzi, Maddalena (2011) New construction methods for copulas and the multivariate case. [Ph.D. thesis]

Miglietta, Giulio (2015) Topics in Interest Rate Modeling. [Ph.D. thesis]


Pagliarani, Stefano (2014) Portfolio optimization and option pricing under defaultable Lévy driven models. [Ph.D. thesis]

Piccirilli, Marco (2018) Additive models for energy markets. [Ph.D. thesis]

Prezioso, Valentina (2010) Interest rate derivatives pricing when the short rate is a continuous time finite state Markov process. [Ph.D. thesis]


Sorato, Annamaria and Viscolani, Bruno (1997) The maximum line length problem. [Journal papers (printed)]


Viscolani, Bruno (2007) On optimal advertising policies and equilibria. [Conference papers] In: International Conference on Topological Methods, Differential Equations, and Dynamical Systems, 13-16 giugno 2007, Firenze, Italia. (Inedito)

This list was generated on Sun Jan 23 04:09:41 2022 CET.