Alessandro Calvia

According to our database, Alessandro Calvia authored at least 5 papers between 2018 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Short-rate models with stochastic discontinuities: A PDE approach.

Alessandro Calvia, Marzia De Donno, Chiara Guardasoni, Simona Sanfelici

Math. Comput. Simul., 2026

2023

HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces.

Alessandro Calvia, Gianluca Cappa, Fausto Gozzi, Enrico Priola

J. Optim. Theory Appl., August, 2023

2021

State Constrained Control Problems in Banach Lattices and Applications.

Alessandro Calvia, Salvatore Federico, Fausto Gozzi

SIAM J. Control. Optim., 2021

2020

Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach.

Alessandro Calvia, Emanuela Rosazza Gianin

SIAM J. Financial Math., 2020

2018

Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation.

Alessandro Calvia

SIAM J. Control. Optim., 2018