default search action
Luciano Campi
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2024
- [j15]Clémence Alasseur
, Luciano Campi, Roxana Dumitrescu, Jia Zeng:
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. Ann. Oper. Res. 336(1-2): 541-569 (2024) - 2022
- [j14]Luciano Campi
Correlated Equilibria and Mean Field Games: A Simple Model. Math. Oper. Res. 47(3): 2240-2259 (2022) - 2021
- [j13]René Aïd, Luciano Campi
An Impulse-Regime Switching Game Model of Vertical Competition. Dyn. Games Appl. 11(4): 631-669 (2021) - 2020
- [j12]Luciano Campi
Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper. J. Optim. Theory Appl. 186(2): 688-724 (2020) - [j11]René Aïd, Matteo Basei
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications. Math. Oper. Res. 45(1): 205-232 (2020) - 2017
- [j10]Luciano Campi
Change of numeraire in the two-marginals martingale transport problem. Finance Stochastics 21(2): 471-486 (2017) - [j9]Giorgia Callegaro
Utility indifference pricing and hedging for structured contracts in energy markets. Math. Methods Oper. Res. 85(2): 265-303 (2017) - 2014
- [j8]René Aïd, Luciano Campi
A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension. SIAM J. Financial Math. 5(1): 191-231 (2014) - 2013
- [j7]Luciano Campi
Equilibrium model with default and dynamic insider information. Finance Stochastics 17(3): 565-585 (2013) - [j6]Giuseppe Benedetti, Luciano Campi
On the existence of shadow prices. Finance Stochastics 17(4): 801-818 (2013) - 2012
- [j5]Giuseppe Benedetti, Luciano Campi
Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment. SIAM J. Control. Optim. 50(3): 1283-1308 (2012) - [j4]Luciano Campi
Weak Insider Trading and Behavioral Finance. SIAM J. Financial Math. 3(1): 242-279 (2012) - 2011
- [j3]Luciano Campi
Multivariate utility maximization with proportional transaction costs. Finance Stochastics 15(3): 461-499 (2011) - 2007
- [j2]Luciano Campi
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance Stochastics 11(4): 591-602 (2007) - 2006
- [j1]Luciano Campi
A super-replication theorem in Kabanov's model of transaction costs. Finance Stochastics 10(4): 579-596 (2006)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:18 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: