MASTROGIACOMO, ELISA

MASTROGIACOMO, ELISA  

DIPARTIMENTO DI ECONOMIA  

Mostra records
Risultati 1 - 20 di 27 (tempo di esecuzione: 0.023 secondi).
Titolo Data di pubblicazione Autore(i) File
A class of L'evy driven SDEs and their explicit invariant measures 1-gen-2016 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa; Smii, Boubaker
An analytic approach to stochastic Volterra equations with completely monotone kernels 1-gen-2009 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Analysis of the stochastic FitzHugh-Nagumo system 1-gen-2008 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Dynamic capital allocation rules via BSDEs: an axiomatic approach 1-gen-2022 Mastrogiacomo, E.; Rosazza Gianin, E.
Enhancing Portfolio Allocation: A Random Matrix Theory Perspective 1-gen-2024 Vanni, Fabio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Esercizi di matematica per l'economia. Serie, integrali, algebra lineare, programmazione lineare 1-gen-2018 Mastrogiacomo, Elisa
Feedback optimal control for stochastic Volterra equations with completely monotone kernels 1-gen-2015 Confortola, Fulvia; Mastrogiacomo, Elisa
Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels 1-gen-2019 Mastrogiacomo, Elisa
Invariant measures for sdes driven by lévy noise: A case study for dissipative nonlinear drift in infinite dimension 1-gen-2017 Albeverio, S.; Di Persio, L.; Mastrogiacomo, Elisa; Smii, B.
Invariant measures for stochastic differential equations on networks 1-gen-2013 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa
Large deviation principle for spatial economic growth model on networks 1-gen-2022 Albeverio, S; Mastrogiacomo, E
Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries 1-gen-2021 de vecchi, Francesco; Mastrogiacomo, Elisa; Ugolini, Stefania; Turra, Mattia
Optimal control for stochastic heat equation with memory 1-gen-2014 Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal control for stochastic Volterra equations with completely monotone kernels 1-gen-2012 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal control of stochastic differential equations with dynamical boundary conditions 1-gen-2008 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal investment strategies with a minimum performance constraint 1-gen-2021 Barucci, Emilio; Marazzina, Daniele; Mastrogiacomo, Elisa
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures 1-gen-2015 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study 1-gen-2019 Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Portfolio optimization with quasiconvex risk measures 1-gen-2015 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Preface to the Volume Advanced School on Complexity and Emergence: Ideas, Methods, with a Special Attention to Mathematics and Its Application to Economics and Finance 1-gen-2022 Albeverio, S.; Mastrogiacomo, E.; Gianin, E. R.; Ugolini, S.