Tiziano Vargiolu

Identifiers

• name variant Tiziano Vargiolu 0.60 · backfill

Papers (6)

1. Nash equilibrium in a singular stochastic game between two renewable power producers with price impact math.OC · 2024 · author #3
2. Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes q-fin.PM · 2018 · author #2
3. On the Singular Control of Exchange Rates math.OC · 2017 · author #2
4. Additive energy forward curves in a Heath-Jarrow-Morton framework q-fin.MF · 2017 · author #3
5. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications math.PR · 2016 · author #5
6. Utility indifference pricing and hedging for structured contracts in energy markets q-fin.MF · 2014 · author #4

Mentions

• 1605.00039 #5 · arxiv_oai · confidence 0.70 Tiziano Vargiolu
• 1407.7725 #4 · backfill · confidence 0.70 Tiziano Vargiolu

Frequent Coauthors

• Giorgia Callegaro 2 shared papers
• Luciano Campi 2 shared papers
• Marco Piccirilli 2 shared papers
• Antonello Pesce 1 shared papers
• Fred Espen Benth 1 shared papers
• Giorgio Ferrari 1 shared papers
• Matteo Basei 1 shared papers
• Ren\'e A\"id 1 shared papers
• Stefano Pagliarani 1 shared papers
• Valeria Giusto 1 shared papers