Campi Luciano
Full professor
SSD
MAT/06 - PROBABILITY AND STATISTICS
Competition sector
01/A3 - MATHEMATICAL ANALYSIS, PROBABILITY AND STATISTICS
Research fields and competencies
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Workplace
University email address
Web site
Teaching - Programme courses
Research
Publications
Publications
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Nonzero-sum stochastic differential games between an impulse controller and a stopper / L. Campi, D. De Santis. - 186:2(2020 Aug), pp. 688-724.
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An Impulse-Regime Switching Game Model of Vertical Competition / R. Aid, L. Campi, L. Li, M. Ludkovski. - (2020 Jun 08).
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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.
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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.
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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.