Tommaso Gabbriellini
According to our database1,
Tommaso Gabbriellini
authored at least 2 papers
between 2010 and 2011.
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Bibliography
2011
A stochastic model predictive control approach to dynamic option hedging with transaction costs.
Proceedings of the American Control Conference, 2011
2010
Proceedings of the 49th IEEE Conference on Decision and Control, 2010