2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.MF2024
A Mean Field Game approach for pollution regulation of competitive firms
Gianmarco Del Sarto, Marta Leocata, Giulia Livieri
We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution…
math.DS2023
Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems
F. Lillo, G. Livieri, S. Marmi +2
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate…
q-fin.PR2023★ 2 cited
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
Giulia Livieri, Davide Radi, Elia Smaniotto
Transition risk can be defined as the business-risk related to the enactment of green policies, aimed at driving the society towards a sustainable and low-carbon economy. In partic…