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2020 – today
- 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, Markus Fischer:
Correlated Equilibria and Mean Field Games: A Simple Model. Math. Oper. Res. 47(3): 2240-2259 (2022) - 2021
- [j13]René Aïd, Luciano Campi, Liangchen Li, Mike Ludkovski:
An Impulse-Regime Switching Game Model of Vertical Competition. Dyn. Games Appl. 11(4): 631-669 (2021) - 2020
- [j12]Luciano Campi, Davide De Santis:
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, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu:
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications. Math. Oper. Res. 45(1): 205-232 (2020)
2010 – 2019
- 2017
- [j10]Luciano Campi, Ismail Laachir, Claude Martini:
Change of numeraire in the two-marginals martingale transport problem. Finance Stochastics 21(2): 471-486 (2017) - [j9]Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu:
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, Nicolas Langrené, Huyên Pham:
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, Umut Çetin, Albina Danilova:
Equilibrium model with default and dynamic insider information. Finance Stochastics 17(3): 565-585 (2013) - [j6]Giuseppe Benedetti, Luciano Campi, Jan Kallsen, Johannes Muhle-Karbe:
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, M. Del Vigna:
Weak Insider Trading and Behavioral Finance. SIAM J. Financial Math. 3(1): 242-279 (2012) - 2011
- [j3]Luciano Campi, Mark P. Owen:
Multivariate utility maximization with proportional transaction costs. Finance Stochastics 15(3): 461-499 (2011)
2000 – 2009
- 2007
- [j2]Luciano Campi, Umut Çetin:
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, Walter Schachermayer:
A super-replication theorem in Kabanov's model of transaction costs. Finance Stochastics 10(4): 579-596 (2006)
Coauthor Index
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