Details about Davide Radi

Access statistics for papers by Davide Radi.

Last updated 2020-01-06. Update your information in the RePEc Author Service.

Short-id: pra636

Working Papers

2019

1. Insights on the Theory of Robust Games
   Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (1)

2018

2. A piecewise smooth model of evolutionary game for residential mobility and segregation
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini View citations (4)

2014

3. Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics
   Papers, arXiv.org View citations (4)

2011

4. An extension of the Antoci-Dei-Galeotti evolutionary model for environment protection through financial instruments
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini View citations (3)
5. Financial tools for the abatement of traffic congestion: a dynamical analysis
   Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa View citations (6)
   See also Journal Article Financial Tools for the Abatement of Traffic Congestion: A Dynamical Analysis, Computational Economics, Springer (2011) View citations (4) (2011)

Journal Articles

2018

1. On the Stochastic Sensitivity and Noise-Induced Transitions of a Kaldor-Type Business Cycle Model
   Computational Economics, 2018, 51, (3), 699-718 View citations (1)
2. Some reflections on past and future of nonlinear dynamics in economics and finance
   Decisions in Economics and Finance, 2018, 41, (2), 91-118 View citations (7)

2017

3. Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market
   Quantitative Finance, 2017, 17, (2), 299-313 View citations (4)
4. Robust games: theory and application to a Cournot duopoly model
   Decisions in Economics and Finance, 2017, 40, (1), 177-198 View citations (4)
5. Valuing investment projects under interest rate risk: empirical evidence from European firms
   Applied Economics, 2017, 49, (56), 5662-5672
6. Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms
   Journal of Evolutionary Economics, 2017, 27, (5), 933-961 View citations (14)

2016

7. A NOTE ON FERGUSSON AND PLATEN: “APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS”
   Annals of Financial Economics (AFE), 2016, 11, (04), 1-7 View citations (3)
8. A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance
   Physica A: Statistical Mechanics and its Applications, 2016, 463, (C), 330-344 View citations (1)

2015

9. An evolutionary Cournot model with limited market knowledge
   Journal of Economic Behavior & Organization, 2015, 116, (C), 219-238 View citations (54)
10. Exploitation of renewable resources with differentiated technologies: An evolutionary analysis
    Mathematics and Computers in Simulation (MATCOM), 2015, 108, (C), 155-174 View citations (8)

2014

11. Reaching consensus on rumors
    Physica A: Statistical Mechanics and its Applications, 2014, 406, (C), 260-271 View citations (10)
12. The Role of Constraints in a Segregation Model: The Asymmetric Case
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-17 View citations (7)

2011

13. Financial Tools for the Abatement of Traffic Congestion: A Dynamical Analysis
    Computational Economics, 2011, 38, (3), 389-405 View citations (4)
    See also Working Paper Financial tools for the abatement of traffic congestion: a dynamical analysis, Working Papers - Mathematical Economics (2011) View citations (6) (2011)

Chapters

2018

1. Evolutionary oligopoly games with heterogeneous adaptive players
   Chapter 12 in Handbook of Game Theory and Industrial Organization, Volume I, 2018, pp 343-370