Edit Profile (opens in new tab) Di Giacinto, Marina Compute Distance To: Compute Author ID: di-giacinto.marina Published as: Di Giacinto, Marina Documents Indexed: 8 Publications since 1982 Co-Authors: 5 Co-Authors with 4 Joint Publications 102 Co-Co-Authors all top 5 Co-Authors 0 single-authored 3 Valorani, Mauro 2 Federico, Salvatore 2 Gozzi, Fausto 2 Vigna, Elena 1 Cheng, Xue 1 Wang, Tai-Ho all top 5 Serials 1 Journal of Computational Physics 1 L’Aerotecnica, Missili e Spazio 1 European Journal of Operational Research 1 Finance and Stochastics 1 CEJOR. Central European Journal of Operations Research 1 Quantitative Finance all top 5 Fields 4 Fluid mechanics (76-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Systems theory; control (93-XX) 2 Numerical analysis (65-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 56 times in 50 Documents Cited by ▼ Year ▼ Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 33 2011 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 On the sub-optimality cost of immediate annuitization in DC pension funds. Zbl 1339.91062Di Giacinto, Marina; Vigna, Elena 7 2012 Optimal execution with uncertain order fills in Almgren-Chriss framework. Zbl 1402.91674Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho 3 2017 Optimal execution with uncertain order fills in Almgren-Chriss framework. Zbl 1402.91674Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho 3 2017 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 On the sub-optimality cost of immediate annuitization in DC pension funds. Zbl 1339.91062Di Giacinto, Marina; Vigna, Elena 7 2012 Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 33 2011 all cited Publications top 5 cited Publications all top 5 Cited by 85 Authors 5 Gozzi, Fausto 5 Vigna, Elena 4 Li, Danping 4 Wu, Huiling 4 Yao, Haixiang 3 Federico, Salvatore 3 Zeng, Yan 3 Zhang, Ling 3 Zhao, Hui 2 Ballotta, Laura 2 Beyers, Conrad F. J. 2 Chen, Ping 2 Chen, Zheng 2 Dadashi, Hassan 2 Di Giacinto, Marina 2 Eberlein, Ernst W. 2 Guambe, Calisto 2 Kufakunesu, Rodwell 2 Lai, Yongzeng 2 Li, Zhongfei 2 Liang, Zongxia 2 Ma, Qinghua 2 Nkeki, Charles I. 2 Rong, Ximin 2 Schmidt, Thorsten 2 Sun, Jingyun 2 van Zyl, Gusti Augustinus Johannes 2 Yang, Zhou 2 Zeineddine, Raghid 2 Zeng, Li 1 Baltas, Ioannis D. 1 Bambi, Mauro 1 Bernhardt, Thomas 1 Biffis, Enrico 1 Bo, Lijun 1 Chang, Hao 1 Chen, Hua 1 Chen, Xianzhe 1 Deelstra, Griselda 1 Donnelly, Catherine 1 Dopierala, L. 1 Fatone, Lorella 1 Forsyth, Peter A. 1 Gabay, Daniel 1 Gao, Di 1 Gassiat, Paul 1 Gerrard, Russell 1 Grasselli, Martino 1 Guan, Chonghu 1 Guan, Guohui 1 Haberman, Steven 1 Hagenimana, Emmanuel 1 Hainaut, Donatien 1 He, Lin 1 Jia, Can 1 Jian, Minjie 1 Kołodziejczyk, Krzysztof 1 Konicz, Agnieszka Karolina 1 Leocata, Marta 1 Li, Handong 1 Li, Jiaao 1 Li, Xun 1 Li, Yongwu 1 Liao, Huafu 1 Lin, Chuangwei 1 Ma, Jiangming 1 Mariani, Francesca 1 Menoncin, Francesco 1 Mudzimbabwe, Walter 1 Mwanakatwe, Patrick Kandege 1 Pisinger, David 1 Prosdocimi, Cecilia 1 Shi, Jingtao 1 Song, Lixin 1 Szczepanski, Marek 1 Tian, Weidong 1 Wang, Xiaoguang 1 Wang, Xiuguo 1 Weber, Gerhard-Wilhelm 1 Weissensteiner, Alex 1 Yannacopoulos, Athanasios N. 1 Yi, Bo 1 Yi, Fahuai 1 Zheng, Yueyang 1 Zhou, Tianmin all top 5 Cited in 21 Serials 14 Insurance Mathematics & Economics 6 Journal of Computational and Applied Mathematics 3 SIAM Journal on Control and Optimization 3 Journal of Economic Dynamics & Control 3 Quantitative Finance 3 Journal of Industrial and Management Optimization 2 European Journal of Operational Research 2 Mathematical Problems in Engineering 2 Finance and Stochastics 1 Journal of Mathematical Economics 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Theory and Methods 1 Computational and Applied Mathematics 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 CEJOR. Central European Journal of Operations Research 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 North American Actuarial Journal 1 Computational Management Science 1 Mathematical Control and Related Fields all top 5 Cited in 11 Fields 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Systems theory; control (93-XX) 13 Probability theory and stochastic processes (60-XX) 10 Operations research, mathematical programming (90-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Statistics (62-XX) Citations by Year