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Tiziano Vargiolu
Information about the author Tiziano Vargiolu will soon be added to the site.
Found
2 papers
in total
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Utility indifference pricing and hedging for structured contracts in energy markets
2017
In this paper we study the pricing and hedging of structured products in energy...
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market
2009
In this paper, we analyse a pure jump incomplete market where the risky assets can...
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