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Gino Favero
Publication Activity (10 Years)
Years Active: 2000-2006
Publications (10 Years): 0
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Publications
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Gino Favero
,
Tiziano Vargiolu
Shortfall risk minimising strategies in the binomial model: characterisation and convergence.
Math. Methods Oper. Res.
64 (2) (2006)
Gino Favero
,
Wolfgang J. Runggaldier
A robustness result for stochastic control.
Syst. Control. Lett.
46 (2) (2002)
Gino Favero
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches.
Math. Methods Oper. Res.
53 (3) (2001)
Gino Favero
,
Wolfgang J. Runggaldier
A robustness result for stochastic control.
CDC
(2000)