2011 Clemente Gianpaolo, Università Cattolica Milano
Hierarchical Structures in the Aggregation of Premium Risk for Insurance Underwriting (with Nino Savelli; presented at the Workshop “Models for Risk Evaluations in Insurance”, Tropea, 2010)
2011 Claudio Fontana, Università di Padova
Contingent claim valuation in diffusion-based financial market models without martingale measures (presented at the 34° Amases Conference, 2010)
2012 Marialaura Pesce, Università Federico II Napoli
Are asymmetrically informed agents envious?
2013 Ruggero Caldana, Università del Piemonte Orientale and Cass Business School
A general closed-form spread option pricing formula (with Gianluca Fusai)
2015 Lucio Fiorin, University of Padova
Quantized calibration in local volatility (with Giorgia Callegaro and Martino Grasselli)
2014 Giorgio Ferrari, University of Bielefeld
Continuous-Time Public Good Contribution under Uncertainty (with Frank Riedel and Jan-Henrik Steg)
2004 Paolo Guasoni, Università di Pisa
Optimal Investment with Transaction Costs and Without Semimartingales, Annals of Applied Probability, 2002.
2004 Dino Gerardi, Yale University
Unmediated Communication in Games with Complete and Incomplete Information, Journal of Economic Theory, 2004
2007 Mauro Bambi, European University Institute
Endogenous grouth and time-to-build: the AK case, Journal of Economic Dynamics and Control, 2008
2007 Beatrice Acciaio, Università di Perugia
Optimal Risk sharing with Non-monotone Monetaire Functionals Finance and Stochastics, 2007
