Giorgia Callegaro

Identifiers

• name variant Giorgia Callegaro 0.60 · backfill

Papers (6)

1. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth math.OC · 2019 · author #1
2. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications math.PR · 2016 · author #3
3. A backward Monte Carlo approach to exotic option pricing q-fin.CP · 2015 · author #2
4. Utility indifference pricing and hedging for structured contracts in energy markets q-fin.MF · 2014 · author #1
5. Carthaginian Enlargement of Filtrations math.PR · 2011 · author #1
6. An application to credit risk of a hybrid Monte Carlo-Optimal quantization method q-fin.CP · 2009 · author #1

Mentions

• 1511.00848 #2 · backfill · confidence 0.70 Giorgia Callegaro
• 1605.00039 #3 · arxiv_oai · confidence 0.70 Giorgia Callegaro
• 1407.7725 #1 · backfill · confidence 0.70 Giorgia Callegaro
• 1111.3073 #1 · backfill · confidence 0.70 Giorgia Callegaro
• 0907.0645 #1 · backfill · confidence 0.70 Giorgia Callegaro

Frequent Coauthors

• Luciano Campi 2 shared papers
• Tiziano Vargiolu 2 shared papers
• Abass Sagna (PMA) 1 shared papers
• Andrea Pallavicini 1 shared papers
• Behnaz Zargari 1 shared papers
• Claudia Ceci 1 shared papers
• Giacomo Bormetti 1 shared papers
• Giorgio Ferrari 1 shared papers
• Giulia Livieri 1 shared papers
• Matteo Basei 1 shared papers
• Monique Jeanblanc 1 shared papers
• Ren\'e A\"id 1 shared papers
• Valeria Giusto 1 shared papers