Logo eprints

Items where Author is "Bellucci, Leonardo"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | Date | No Grouping
Jump to: Be | Ga | Pu
Number of items: 7.

Be

Bemporad, Alberto and Bellucci, Leonardo and Gabbriellini, Tommaso Dynamic option hedging via stochastic model predictive control based on scenario simulation. Quantitative Finance, 14 (10). pp. 1739-1751. ISSN 1469-7696 (2014)

Bemporad, Alberto and Bellucci, Leonardo and Gabbriellini, Tommaso Dynamic option hedging via stochastic model predictive control based on scenario simulation. Quantitative Finance, 14 (10). pp. 1739-1751. ISSN 1469-7696 (2014)

Bemporad, Alberto and Gabbriellini, Tommaso and Puglia, Laura and Bellucci, Leonardo Scenario-based stochastic model predictive control for dynamic option hedging. In: Decision and Control Conference. IEEE, Hilton Atlanta Hotel, Atlanta, December 15-17, 2010, 6089 -6094. ISBN 978-1-4244-7745-6 (2010)

Bemporad, Alberto and Gabbriellini, Tommaso and Puglia, Laura and Bellucci, Leonardo Scenario-based stochastic model predictive control for dynamic option hedging. In: Decision and Control Conference. IEEE, Hilton Atlanta Hotel, Atlanta, December 15-17, 2010, 6089 -6094. ISBN 978-1-4244-7745-6 (2010)

Ga

Bemporad, Alberto and Bellucci, Leonardo and Gabbriellini, Tommaso Dynamic option hedging via stochastic model predictive control based on scenario simulation. Quantitative Finance, 14 (10). pp. 1739-1751. ISSN 1469-7696 (2014)

Bemporad, Alberto and Gabbriellini, Tommaso and Puglia, Laura and Bellucci, Leonardo Scenario-based stochastic model predictive control for dynamic option hedging. In: Decision and Control Conference. IEEE, Hilton Atlanta Hotel, Atlanta, December 15-17, 2010, 6089 -6094. ISBN 978-1-4244-7745-6 (2010)

Pu

Bemporad, Alberto and Gabbriellini, Tommaso and Puglia, Laura and Bellucci, Leonardo Scenario-based stochastic model predictive control for dynamic option hedging. In: Decision and Control Conference. IEEE, Hilton Atlanta Hotel, Atlanta, December 15-17, 2010, 6089 -6094. ISBN 978-1-4244-7745-6 (2010)

This list was generated on Sat Sep 25 00:24:36 2021 CEST.