Courses a.y. 2023/2024
10128 MATHEMATICAL MODELS FOR FINANCE
Selected Publications
Federico, Salvatore; Tacconi, Elisa
Dynamic programming for optimal control problems with delays in the control variable?
SIAM Journal on Control and Optimization, 2014
Dynamic programming for optimal control problems with delays in the control variable?
SIAM Journal on Control and Optimization, 2014
Bernaschi, Massimo; Tacconi, Elisa; Vergni, Davide
A parametric study of the term structure dynamics
Physica A., 2008
A parametric study of the term structure dynamics
Physica A., 2008