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Ofelia Bonesini

11 papers hereh-index 451 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author2

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • q-fin.MF3
  • math.PR2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20202026
most citedRough volatility, path-dependent PDEs and weak rates of convergence

6 citations · 7 across the 10 of their papers we have counts for

collaborators
Showing math.OCShow all

4 papers · 1 filter

math.OC2026

Mean-field model for pollution abatement via cap and trade mechanism

Ofelia Bonesini, Giacomo Lanaro

We consider a mean-field model of competitive firms operating under an AK production technology, where output is proportional to capital and production generates emissions. In this…

math.OC2024

Continuous-time persuasion by filtering

René Aïd, Ofelia Bonesini, Giorgia Callegaro +1

We frame dynamic persuasion in a partial observation stochastic control Leader-Follower game with an ergodic criterion. The Receiver controls the dynamics of a multidimensional uno…

math.OC2022★ 1 cited

Correlated equilibria for mean field games with progressive strategies

Ofelia Bonesini, Luciano Campi, Markus Fischer

In a discrete space and time framework, we study the mean field game limit for a class of symmetric N-player games based on the notion of correlated equilibrium. We give a defini…

math.OC2021

A McKean-Vlasov game of commodity production, consumption and trading

René Aïd, Ofelia Bonesini, Giorgia Callegaro +1

We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the co…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.