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Vargiolu, Tiziano
 

University of Padua - Department of Pure and Applied Mathematics


 Via Belzoni 7
 Padova, 35100
 ITALY
 email address

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. Vargiolu, Tiziano's Scholarly Papers Click on the title of any column to sort the table by that column.
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24		 Total
Citations
0
Authors Date Downloads
 (Rank) 		Citations
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1.  
Capponi, Agostino
Purdue University - School of Industrial Engineering
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
18 Nov 12
22
(268,261) 		 
2.  
Optimal Portfolio for CRRA Utility Functions When Risky Assets are Exponential Additive Processes | Show Abstract | Download |
Economic Notes, Vol. 39, Issue 1-2, pp. 65-90, February / July 2010
Accepted Paper Series
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Pasin, Laura
affiliation not provided to SSRN
Posted:
01 Nov 10
2
(335,836) 		 
3.  
Robustness of the Black-Scholes Approach in the Case of Options on Several Assets | Show Abstract |
Finance and Stochastics, Vol. 4, No. 3, 2000
Accepted Paper Series
Romagnoli, Silvia
University of Bologna - Department of Mathematics for Economic and Social Sciences
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
22 Aug 00
 
4.  
Invariant Measures for the Musiela Equation with Deterministic Diffusion Term | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Accepted Paper Series
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
25 Oct 99
 

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