Luciano Campi

According to our database, Luciano Campi authored at least 14 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Correlated Equilibria and Mean Field Games: A Simple Model.

Luciano Campi, Markus Fischer

Math. Oper. Res., 2022

2021

An Impulse-Regime Switching Game Model of Vertical Competition.

René Aïd, Luciano Campi, Liangchen Li, Mike Ludkovski

Dyn. Games Appl., 2021

2020

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications.

René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu

Math. Oper. Res., 2020

Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper.

Luciano Campi, Davide De Santis

J. Optim. Theory Appl., 2020

2017

Utility indifference pricing and hedging for structured contracts in energy markets.

Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu

Math. Methods Oper. Res., 2017

Change of numeraire in the two-marginals martingale transport problem.

Luciano Campi, Ismail Laachir, Claude Martini

Finance Stochastics, 2017

2014

A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension.

René Aïd, Luciano Campi, Nicolas Langrené, Huyên Pham

SIAM J. Financial Math., 2014

2013

Equilibrium model with default and dynamic insider information.

Luciano Campi, Umut Çetin, Albina Danilova

Finance Stochastics, 2013

On the existence of shadow prices.

Giuseppe Benedetti, Luciano Campi, Jan Kallsen, Johannes Muhle-Karbe

Finance Stochastics, 2013

2012

Weak Insider Trading and Behavioral Finance.

Luciano Campi, M. Del Vigna

SIAM J. Financial Math., 2012

Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment.

Giuseppe Benedetti, Luciano Campi

SIAM J. Control. Optim., 2012

2011

Multivariate utility maximization with proportional transaction costs.

Luciano Campi, Mark P. Owen

Finance Stochastics, 2011

2007

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling.

Luciano Campi, Umut Çetin

Finance Stochastics, 2007

2006

A super-replication theorem in Kabanov's model of transaction costs.

Luciano Campi, Walter Schachermayer

Finance Stochastics, 2006