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

6 citations · 6 across the 3 of their papers we have counts for

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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.OC2025

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…