Multipartite entanglement detection for hypergraph states
M Ghio, D Malpetti, M Rossi, D Bruß… - Journal of Physics A …, 2017 - iopscience.iop.org
We study the entanglement properties of quantum hypergraph states of n qubits, focusing
on multipartite entanglement. We compute multipartite entanglement for hypergraph states …
on multipartite entanglement. We compute multipartite entanglement for hypergraph states …
N-Player games and mean-field games with smooth dependence on past absorptions
Mean-field games with absorption is a class of games that has been introduced in (Ann.
Appl. Probab. 28 (2018) 2188–2242) and that can be viewed as natural limits of symmetric …
Appl. Probab. 28 (2018) 2188–2242) and that can be viewed as natural limits of symmetric …
Mean-field games of finite-fuel capacity expansion with singular controls
L Campi, T De Angelis, M Ghio… - The Annals of Applied …, 2022 - projecteuclid.org
We study Nash equilibria for a sequence of symmetric N-player stochastic games of finite-fuel
capacity expansion with singular controls and their mean-field game (MFG) counterpart. …
capacity expansion with singular controls and their mean-field game (MFG) counterpart. …
Mean-Field games with absorption and singular controls
M Ghio - 2021 - ricerca.sns.it
The first part of the work is devoted to mean-field games with absorption, a class of games
that can be viewed as natural limits of symmetric stochastic differential games with a large …
that can be viewed as natural limits of symmetric stochastic differential games with a large …
Kelly Betting with Quantum Payoff: a continuous variable approach
The main purpose of this study is to introduce a semi-classical model describing betting
scenarios in which, at variance with conventional approaches, the payoff of the gambler is …
scenarios in which, at variance with conventional approaches, the payoff of the gambler is …
[HTML][HTML] N-Player Games and Mean Field Games of Moderate Interactions
F Flandoli, M Ghio, G Livieri - Applied Mathematics & Optimization, 2022 - Springer
We study the asymptotic organization among many optimizing individuals interacting in a
suitable “moderate" way. We justify this limiting game by proving that its solution provides …
suitable “moderate" way. We justify this limiting game by proving that its solution provides …
Derivative Margin Calls: A New Driver of MMF Flows
M Ghio, L Rousova, D Salakhova, GV Bauer - 2023 - papers.ssrn.com
During the March 2020 market turmoil, euro area money-market funds (MMFs) experienced
significant outflows, reaching almost 8% of assets under management. This paper …
significant outflows, reaching almost 8% of assets under management. This paper …
[PDF][PDF] Derivative Margin Calls
M Ghio, L Rousova, D Salakhova, GV Bauer - 2023 - imf.org
During the March 2020 market turmoil, euro area money-market funds (MMFs) experienced
significant outflows, reaching almost 8% of assets under management. This paper …
significant outflows, reaching almost 8% of assets under management. This paper …
The structural impact of the shift from defined benefits to defined contributions
L Fache Rousová, A Ghiselli, M Ghio… - Economic Bulletin …, 2021 - ideas.repec.org
This box studies the potential consequences of the ongoing shift away from defined benefit (DB)
towards defined contribution (DC) products in the insurance and pension fund (ICPF) …
towards defined contribution (DC) products in the insurance and pension fund (ICPF) …
[PDF][PDF] Derivative Margin Calls: A new driver of MMF flows?
LF Rousová, M Ghio, D Salakhova, GV Bauer - 2022 - congress-files.s3.amazonaws.com
This paper investigates whether the significant volatility in MMF flows in the March 2020
market turmoil was driven by investors’ liquidity needs related to derivative margin payments. …
market turmoil was driven by investors’ liquidity needs related to derivative margin payments. …
