Concepedia

Laura Puglia

LP

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Publications

3

Citations

69

H-Index

3

Active since

2010

Affiliations

University of Trento(Current)

Laura Puglia is an author at University of Trento specializing in finance, option pricing, and business.

Publications per year

2010–2017

3

Publications

3

A stochastic model predictive control approach to dynamic option hedging with transaction costs

Alberto Bemporad, Laura Puglia, Tommaso Gabbriellini · 2011 · 29 citations

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Scenario-based stochastic model predictive control for dynamic option hedging

Alberto Bemporad, Tommaso Gabbriellini, Laura Puglia et al. · 2010 · 28 citations

, , +17

Dynamic option hedging with transaction costs: A stochastic model predictive control approach

Mogens Graf Plessen, Laura Puglia, Tommaso Gabbriellini et al. · International Journal of Robust and Nonlinear Control · 2017 · 12 citations

, , +17

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