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Simone Pavarana

3 papers hereh-index 16 citations6 works total

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

author position
  • middle author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • math.PR1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

most citedA stochastic control perspective on term structure models with roll-over risk

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

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2025

Propagation of carbon price shocks through the value chain: the mean-field game of defaults

Zorana Grbac, Simone Pavarana, Thorsten Schmidt +1

We introduce a new mean-field game framework to analyze the impact of carbon pricing in a multi-sector economy with defaultable firms. Each sector produces a homogeneous good, with…

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