Concepedia

Tommaso Gabbriellini

TG

Statistics

Publications

5

Citations

127

H-Index

5

Active since

2005

Affiliations

University of Trento(Current)

IMT School for Advanced Studies Lucca

Tommaso Gabbriellini is an author at University of Trento specializing in stochastic model predictive control, finance, and option pricing.

Publications per year

2005–2017

5

Publications

5

Multiplicity fluctuations in a hadron gas with exact conservation laws

F. Becattini, A. Keränen, L. Ferroni et al. · Physical Review C · 2005 · 31 citations · Full text

, , +13

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

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

, , +17

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 via stochastic model predictive control based on scenario simulation

Alberto Bemporad, Leonardo Bellucci, Tommaso Gabbriellini · Quantitative Finance · 2012 · 27 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

1–5 of 5