Marina Di Giacinto

Orcid: 0000-0001-9175-1552

According to our database1, Marina Di Giacinto authored at least 5 papers between 2011 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Optimal order execution under price impact: a hybrid model.
Ann. Oper. Res., May, 2024

2019
Optimal execution with dynamic risk adjustment.
J. Oper. Res. Soc., 2019

2014
Income drawdown option with minimum guarantee.
Eur. J. Oper. Res., 2014

2012
On the sub-optimality cost of immediate annuitization in DC pension funds.
Central Eur. J. Oper. Res., 2012

2011
Pension funds with a minimum guarantee: a stochastic control approach.
Finance Stochastics, 2011


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