Marina Di Giacinto

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 2

Top Topics

Dynamic Programming

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Eur. J. Oper. Res.

Publications

Marina Di Giacinto, Claudio Tebaldi, Tai-Ho Wang
Optimal order execution under price impact: a hybrid model. Ann. Oper. Res. 336 (1-2) (2024)
Xue Cheng, Marina Di Giacinto, Tai-Ho Wang
Optimal execution with dynamic risk adjustment. J. Oper. Res. Soc. 70 (10) (2019)
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna
Income drawdown option with minimum guarantee. Eur. J. Oper. Res. 234 (3) (2014)
Marina Di Giacinto, Elena Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds. Central Eur. J. Oper. Res. 20 (3) (2012)
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi
Pension funds with a minimum guarantee: a stochastic control approach. Finance Stochastics 15 (2) (2011)