Browsing All of EconStor by Author Di Persio, Luca
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2017 | Optimal execution strategy in liquidity framework | Benazzoli, Chiara; Di Persio, Luca |
2018 | Stochastic modeling of wind derivatives in energy markets | Benth, Fred Espen; Di Persio, Luca; Lavagnini, Silvia |
2020 | A bank salvage model by impulse stochastic controls | Cordoni, Francesco Giuseppe; Di Persio, Luca; Jiang, Yilun |
2021 | Forward-looking volatility estimation for risk-managed investment strategies during the COVID-19 crisis | Di Persio, Luca; Garbelli, Matteo; Wallbaum, Kai |