Giovanni Zanco
Finance · 2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it
Whom Giovanni Zanco trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Rama Cont (in Finance)
Papers from Giovanni Zanco's perspective
Ordered by how strongly the researchers Giovanni Zanco trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic optimal control of delay equations arising in advertising models
- Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations
- Functional Itô calculus† (Quantitative finance (Print))
- On viscosity solutions of path dependent PDEs
- Optimal Stopping under Nonlinear Expectation
- Wellposedness of second order backward SDEs
- Change of variable formulas for non-anticipative functionals on path space ✩
- User’s guide to viscosity solutions of second order partial differential equations
- A functional extension of the Ito formula
- Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
Their papers
- An infinite-dimensional approach to path-dependent Kolmogorov equations (2013) — 54 citations