Tommaso Gabbriellini

Publication Activity (10 Years)

Years Active: 2010-2011
Publications (10 Years): 0

Publications

Alberto Bemporad, Laura Puglia, Tommaso Gabbriellini
A stochastic model predictive control approach to dynamic option hedging with transaction costs. ACC (2011)
Alberto Bemporad, Tommaso Gabbriellini, Laura Puglia, Leonardo Bellucci
Scenario-based stochastic model predictive control for dynamic option hedging. CDC (2010)