//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Vitali, Sebastiano"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Stochastic process
9
Stochastischer Prozess
9
Portfolio selection
8
Portfolio-Management
8
Volatility
6
Volatilität
6
Implied volatility
4
Mathematical programming
4
Mathematische Optimierung
4
Option pricing theory
4
Optionspreistheorie
4
Estimation theory
3
Pension fund
3
Pensionskasse
3
Schätztheorie
3
Altersvorsorge
2
Anleihe
2
Artificial options
2
Bond
2
Changepoint detection
2
Derivat
2
Derivative
2
Dynamic stochastic programming
2
Italien
2
Italy
2
Local polynomial smoothing
2
Multistage stochastic programming
2
Nichtparametrisches Verfahren
2
No-arbitrage conditions
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Panel data
2
Retirement provision
2
Risiko
2
Risk
2
State price density
2
Stochastic dominance
2
more ...
less ...
Online availability
All
Undetermined
12
Free
6
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
4
Book section
4
Conference paper
1
Konferenzbeitrag
1
Language
All
English
19
Undetermined
1
Author
All
Vitali, Sebastiano
20
Moriggia, Vittorio
12
Kopa, Miloš
7
Consigli, Giorgio
3
Domínguez, Ruth
3
Carrión, Miguel
2
Maciak, Matúš
2
Ortobelli Lozza, Sergio
2
Petronio, Filomena
2
Tichý, Tomáš
2
Benincasa, Elena
1
Bertocchi, Marida
1
Cassader, Marco
1
Cirelli, Simone
1
Criscuolo, Antonio
1
Drábek, Zdeněk
1
Giana, Gabriele
1
Gnudi, Adriana
1
Hendrych, Radek
1
Horejšová, Markéta
1
Landoni, Giacomo
1
Mercuri, Lorenzo
1
Ortobelli, Sergio
1
Pešta, Michal
1
Skoric, Mario
1
Torricelli, Costanza
1
Tria, Massimo di
1
Uristani, Angelo
1
Viganò, Brando
1
Zanotti, Giovanna
1
more ...
less ...
Institution
All
Dipartimento di Scienze Aziendali, Economiche e Metodi Quatitativi, Università degli Studi di Bergamo
1
Published in...
All
Computational management science
4
Computational Management Science : CMS
3
Advances of OR in commodities and financial modeling
2
Energy economics
2
Investment management and financial innovations
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International journal of financial engineering and risk management
1
Journal of financial management, markets and institutions
1
Omega : the international journal of management science
1
Stochastic optimization: theory and applications
1
Working Papers (2013-)
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
RePEc
1
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using interpolated implied volatility for analysing exogenous market changes
Maciak, Matúš
;
Vitali, Sebastiano
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
Saved in:
2
Investments in transmission lines and storage units considering second-order stochastic dominance constraints
Domínguez, Ruth
;
Carrión, Miguel
;
Vitali, Sebastiano
- In:
Energy economics
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015047071
Saved in:
3
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
4
Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
5
The investment certificates in the Italian market : a comparison of quoted and estimated prices
Viganò, Brando
;
Vitali, Sebastiano
;
Moriggia, Vittorio
; …
- In:
Journal of financial management, markets and institutions
7
(
2019
)
2
,
pp. 1950002-1-1950002-18
Persistent link: https://www.econbiz.de/10012270681
Saved in:
6
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
Domínguez, Ruth
;
Vitali, Sebastiano
;
Carrión, Miguel
; …
- In:
Energy economics
101
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013161544
Saved in:
7
Comparing stage-scenario with nodal formulation for multistage stochastic problems
Vitali, Sebastiano
;
Domínguez, Ruth
;
Moriggia, Vittorio
- In:
4OR : quarterly journal of the Belgian, French and …
19
(
2021
)
4
,
pp. 613-631
Persistent link: https://www.econbiz.de/10012697459
Saved in:
8
Evaluation of scenario reduction algorithms with nested distance
Horejšová, Markéta
;
Vitali, Sebastiano
;
Kopa, Miloš
; …
- In:
Computational management science
17
(
2020
)
2
,
pp. 241-275
Persistent link: https://www.econbiz.de/10012272064
Saved in:
9
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
10
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Moriggia, Vittorio
;
Kopa, Miloš
;
Vitali, Sebastiano
- In:
Omega : the international journal of management science
87
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012063408
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->