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Author ID: livieri.giulia Recent zbMATH articles by "Livieri, Giulia"
Published as: Livieri, Giulia; Livieri, G.

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 40 times in 38 Documents Cited by Year
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
13
2016
A backward Monte Carlo approach to exotic option pricing. Zbl 1401.91552
Bormetti, G.; Callegaro, G.; Livieri, G.; Pallavicini, A.
9
2018
\(N\)-player games and mean-field games with smooth dependence on past absorptions. Zbl 1481.91022
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia
5
2021
A closed-form formula characterization of the Epps effect. Zbl 1448.91278
Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; Pollastri, Alessandro
4
2020
Statistical inferences for price staleness. Zbl 1456.62250
Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide
3
2020
One-shot learning of stochastic differential equations with data adapted kernels. Zbl 07642851
Darcy, Matthieu; Hamzi, Boumediene; Livieri, Giulia; Owhadi, Houman; Tavallali, Peyman
2
2023
Analysis of bank leverage via dynamical systems and deep neural networks. Zbl 1520.91428
Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro
1
2023
Liquidity fluctuations and the latent dynamics of price impact. Zbl 1484.91460
Mertens, Luca Philippe; Ciacci, Alberto; Lillo, Fabrizio; Livieri, Giulia
1
2022
Asymptotic results for the Fourier estimator of the integrated quarticity. Zbl 1432.91112
Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
1
2019
Mean-field games of finite-fuel capacity expansion with singular controls. Zbl 1501.35402
Campi, Luciano; De Angelis, Tiziano; Ghio, Maddalena; Livieri, Giulia
1
2022
One-shot learning of stochastic differential equations with data adapted kernels. Zbl 07642851
Darcy, Matthieu; Hamzi, Boumediene; Livieri, Giulia; Owhadi, Houman; Tavallali, Peyman
2
2023
Analysis of bank leverage via dynamical systems and deep neural networks. Zbl 1520.91428
Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro
1
2023
Liquidity fluctuations and the latent dynamics of price impact. Zbl 1484.91460
Mertens, Luca Philippe; Ciacci, Alberto; Lillo, Fabrizio; Livieri, Giulia
1
2022
Mean-field games of finite-fuel capacity expansion with singular controls. Zbl 1501.35402
Campi, Luciano; De Angelis, Tiziano; Ghio, Maddalena; Livieri, Giulia
1
2022
\(N\)-player games and mean-field games with smooth dependence on past absorptions. Zbl 1481.91022
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia
5
2021
A closed-form formula characterization of the Epps effect. Zbl 1448.91278
Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; Pollastri, Alessandro
4
2020
Statistical inferences for price staleness. Zbl 1456.62250
Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide
3
2020
Asymptotic results for the Fourier estimator of the integrated quarticity. Zbl 1432.91112
Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
1
2019
A backward Monte Carlo approach to exotic option pricing. Zbl 1401.91552
Bormetti, G.; Callegaro, G.; Livieri, G.; Pallavicini, A.
9
2018
Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143
Fischer, Markus; Livieri, Giulia
13
2016

Citations by Year