Campi Luciano

PROFESSORE ORDINARIO
SSD
MAT/06 - PROBABILITA E STATISTICA MATEMATICA
Settore concorsuale
01/A3 - ANALISI MATEMATICA, PROBABILITÀ E STATISTICA MATEMATICA

Contatti

E-mail di ateneo
Sito web

Ricerca

Pubblicazioni
  • An Impulse-Regime Switching Game Model of Vertical Competition / R. Aid, L. Campi, L. Li, M. Ludkovski. - (2020 Jun 08).
  • No–arbitrage commodity option pricing with market manipulation / R. Aid, G. Callegaro, L. Campi. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - 14:3(2020 Jun), pp. 577-603.
  • Optimal Market Making under Partial Information with General Intensities / L. Campi, D. Zabaljauregui. - In: APPLIED MATHEMATICAL FINANCE. - ISSN 1350-486X. - 27:1-2(2020 May 12), pp. 1-45.
  • Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications / R. Aid, M. Basei, G. Callegaro, L. Campi, T. Vargiolu. - In: MATHEMATICS OF OPERATIONS RESEARCH. - ISSN 0364-765X. - 45:1(2020 Feb), pp. 205-232.
  • Mean field games with controlled jump-diffusion dynamics: Existence results and an illiquid interbank market model / C. Benazzoli, L. Campi, L. Di Persio. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - (2020). [Epub ahead of print]