A super-replication theorem in Kabanov's model of transaction costs. - Luciano Campi; Walter Schachermayer (Finance Stochastics, 2006)

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. - Luciano Campi; Umut Çetin (Finance Stochastics, 2007)

Multivariate utility maximization with proportional transaction costs. - Luciano Campi; Mark P. Owen (Finance Stochastics, 2011)

Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment. - Giuseppe Benedetti; Luciano Campi (SIAM J. Control. Optim., 2012)

Weak Insider Trading and Behavioral Finance. - Luciano Campi; M. Del Vigna (SIAM J. Financial Math., 2012)

On the existence of shadow prices. - Giuseppe Benedetti; Luciano Campi; Jan Kallsen; Johannes Muhle-Karbe (Finance Stochastics, 2013)

Equilibrium model with default and dynamic insider information. - Luciano Campi; Umut Çetin; Albina Danilova (Finance Stochastics, 2013)

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)

Change of numeraire in the two-marginals martingale transport problem. - Luciano Campi; Ismail Laachir; Claude Martini (Finance Stochastics, 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)

Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper. - Luciano Campi; Davide De Santis (J. Optim. Theory Appl., 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)

An Impulse-Regime Switching Game Model of Vertical Competition. - René Aïd; Luciano Campi; Liangchen Li; Mike Ludkovski (Dyn. Games Appl., 2021)

Correlated Equilibria and Mean Field Games: A Simple Model. - Luciano Campi; Markus Fischer (Math. Oper. Res., 2022)

MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. - Clémence Alasseur; Luciano Campi; Roxana Dumitrescu; Jia Zeng (Ann. Oper. Res., 2024)

Correlated Equilibria for Mean Field Games with Progressive Strategies. - Ofelia Bonesini; Luciano Campi; Markus Fischer (Math. Oper. Res., 2025)