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Luciano Campi

Identifiers

  • name variant Luciano Campi 0.60 · backfill

Papers (15)

  1. Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning math.OC · 2026 · author #1
  2. Mean field games with terminal state constraints math.OC · 2026 · author #1
  3. Nonzero-sum stochastic differential games between an impulse controller and a stopper math.PR · 2019 · author #1
  4. $\varepsilon$-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps math.PR · 2017 · author #2
  5. $N$-player games and mean field games with absorption math.PR · 2016 · author #1
  6. On the support of extremal martingale measures with given marginals: the countable case math.PR · 2016 · author #1
  7. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications math.PR · 2016 · author #4
  8. On the spot-futures no-arbitrage relations in commodity markets q-fin.MF · 2015 · author #2
  9. Utility indifference pricing and hedging for structured contracts in energy markets q-fin.MF · 2014 · author #2
  10. Change of numeraire in the two-marginals martingale transport problem math.PR · 2014 · author #1
  11. Utility indifference valuation for non-smooth payoffs with an application to power derivatives q-fin.PR · 2013 · author #2
  12. Explicit construction of a dynamic Bessel bridge of dimension 3 math.PR · 2013 · author #1
  13. Dynamic Markov bridges motivated by models of insider trading math.PR · 2012 · author #1
  14. On the Existence of Shadow Prices q-fin.PM · 2011 · author #2
  15. Multivariate utility maximization with proportional transaction costs math.PR · 2008 · author #1

Mentions

  • 2606.20062 #1 · arxiv_oai · confidence 0.70 Luciano Campi
  • 2606.11493 #1 · arxiv_oai · confidence 0.70 Luciano Campi
  • 1605.00039 #4 · arxiv_oai · confidence 0.70 Luciano Campi
  • 1501.00273 #2 · backfill · confidence 0.70 Luciano Campi
  • 1407.7725 #2 · backfill · confidence 0.70 Luciano Campi
  • 1406.6951 #1 · backfill · confidence 0.70 Luciano Campi
  • 1307.4591 #2 · backfill · confidence 0.70 Luciano Campi
  • 1302.7128 #1 · backfill · confidence 0.70 Luciano Campi
  • 1202.2980 #1 · backfill · confidence 0.70 Luciano Campi
  • 1111.6633 #2 · backfill · confidence 0.70 Luciano Campi
  • 0811.3889 #1 · backfill · confidence 0.70 Luciano Campi

Frequent Coauthors