Details about Tiziano Vargiolu
Access statistics for papers by Tiziano Vargiolu.
Last updated 2013-06-07. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Modeling and valuing make-up clauses in gas swing contracts
Energy Economics, 2013, 35, (C), 58-73 View citations (1)
- Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes
Economic Notes, 2010, 39, (s1), 65-90
- Optimal prepayment and default rules for mortgage-backed securities
Decisions in Economics and Finance, 2010, 33, (1), 23-47
- Robustness of the Black-Scholes approach in the case of options on several assets
Finance and Stochastics, 2000, 4, (3), 325-341 View citations (2)
- Invariant measures for the Musiela equation with deterministic diffusion term
Finance and Stochastics, 1999, 3, (4), 483-492 View citations (1)