Showing 1 - 4 results of 4 for search 'Bernardo D’Auria', query time: 0.03s Refine Results
  1. 1
    A Class of Itô Diffusions with Known Terminal Value and Specified Optimal Barrier

    A Class of Itô Diffusions with Known Terminal Value and Specified Optimal Barrier by Bernardo D’Auria, Alessandro Ferriero

    Published 2020-01-01
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  2. 2
    A note on Insider information and its relation with the arbitrage condition and the utility maximization problem

    A note on Insider information and its relation with the arbitrage condition and the utility maximization problem by Bernardo D'Auria, José Antonio Salmerón

    Published 2023-02-01
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  3. 3
    Equilibrium Strategies for Overtaking-Free Queueing Networks under Partial Information

    Equilibrium Strategies for Overtaking-Free Queueing Networks under Partial Information by David Barbato, Alberto Cesaro, Bernardo D’Auria

    Published 2024-09-01
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  4. 4
    Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning

    Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning by Bernardo D’Auria, Eduardo García-Portugués, Abel Guada

    Published 2020-07-01
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