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Capponi, Agostino; Figueroa-López, José E.; Pascucci, … - In: Finance and stochastics 19 (2015) 4, pp. 891-939

Persistent link: https://www.econbiz.de/10011421091

Frei, Christoph; Capponi, Agostino; Brunetti, Celso - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1058-1082

Persistent link: https://www.econbiz.de/10013187330

Bo, Lijun; Capponi, Agostino - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 785-834

Persistent link: https://www.econbiz.de/10011583805

Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 42 (2017) 1, pp. 30-56

Persistent link: https://www.econbiz.de/10011654555

Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 42 (2017) 2, pp. 546-575

Persistent link: https://www.econbiz.de/10011684545

Bichuch, Maxim; Capponi, Agostino; Sturm, Stephan - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 582-620

Persistent link: https://www.econbiz.de/10011969094

Capponi, Agostino; Cheng, W. Allen - In: Operations research 66 (2018) 6, pp. 1542-1558

Persistent link: https://www.econbiz.de/10011971659

Capponi, Agostino; Frei, Christoph - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2756-2771

Persistent link: https://www.econbiz.de/10011741445

Birge, John R.; Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 43 (2018) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011818644

Capponi, Agostino; Cheng, Wan-Schwin Allen; Giglio, Stefano - In: Journal of monetary economics 126 (2022), pp. 58-86

Persistent link: https://www.econbiz.de/10013364919