Domenico De Giovanni

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 5

Top Topics

Black Scholes Model

Top Venues

Ann. Oper. Res.

J. Optim. Theory Appl.

Commun. Nonlinear Sci. Numer. Simul.

J. Oper. Res. Soc.

Publications

Domenico De Giovanni, Arturo Leccadito, Debora Loccisano
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. Ann. Oper. Res. 336 (1-2) (2024)
Domenico De Giovanni, Elena Iakimova
Strategic capacity choice with risk-averse firms. J. Oper. Res. Soc. 74 (4) (2023)
Domenico De Giovanni, Fabio Lamantia, Mario Pezzino
Evolutionary dynamics of compliance in a two-population game of auditors and taxpayers. Commun. Nonlinear Sci. Numer. Simul. 117 (2023)
Archita Sarmah, Domenico De Giovanni, Pietro De Giovanni
Compulsory licenses in the pharmaceutical industry: Pricing and R&D strategies. Eur. J. Oper. Res. 282 (3) (2020)
Domenico De Giovanni, Fabio Lamantia
Dynamic Harvesting Under Imperfect Catch Control. J. Optim. Theory Appl. 176 (1) (2018)
Domenico De Giovanni, Sergio Ortobelli Lozza, Svetlozar T. Rachev
Delta hedging strategies comparison. Eur. J. Oper. Res. 185 (3) (2008)