| A super-replication theorem in Kabanov’s model of transaction costs L Campi, W Schachermayer Finance and Stochastics 10 (4), 579-596, 2006 | 116 | 2006 |
| A Structural Risk‐Neutral Model for Pricing and Hedging Power Derivatives R Aïd, L Campi, N Langrené Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 98 | 2013 |
| A structural risk-neutral model of electricity prices R Aid, L Campi, AN Huu, N Touzi International Journal of Theoretical and Applied Finance 12 (07), 925-947, 2009 | 94 | 2009 |
| N-player games and mean field games with absorption L Campi, M Fischer arXiv preprint arXiv:1612.03816, 2016 | 72 | 2016 |
| Systematic equity-based credit risk: A CEV model with jump to default L Campi, S Polbennikov, A Sbuelz Journal of Economic Dynamics and Control 33 (1), 93-108, 2009 | 68* | 2009 |
| A probabilistic numerical method for optimal multiple switching problems in high dimension R Aïd, L Campi, N Langrené, H Pham Society for Industrial and Applied Mathematics 5 (1), 191-231, 2014 | 61 | 2014 |
| Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling L Campi, U Cetin Finance and stochastics 11 (4), 591-602, 2007 | 61 | 2007 |
| Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications R Aïd, M Basei, G Callegaro, L Campi, T Vargiolu Mathematics of Operations Research 45 (1), 205-232, 2020 | 60 | 2020 |
| Dynamic Markov bridges motivated by models of insider trading L Campi, U Cetin, A Danilova Stochastic Processes and their Applications 121 (3), 534-567, 2011 | 60 | 2011 |
| Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model C Benazzoli, L Campi, L Di Persio Stochastic Processes and their Applications 130 (11), 6927-6964, 2020 | 58* | 2020 |
| Change of numeraire in the two-marginals martingale transport problem L Campi, I Laachir, C Martini Finance and Stochastics 21 (2), 471-486, 2017 | 52 | 2017 |
| Multivariate utility maximization with proportional transaction costs L Campi, MP Owen Finance and stochastics 15 (3), 461-499, 2011 | 46 | 2011 |
| Equilibrium model with default and dynamic insider information L Campi, U Çetin, A Danilova Finance and Stochastics 17 (3), 565-585, 2013 | 38 | 2013 |
| Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption A Sbuelz, L Campi RISK LETTERS 1 (3), 1-7, 2005 | 34 | 2005 |
| Mean field games with absorption and common noise with a model of bank run M Burzoni, L Campi Stochastic Processes and their Applications 164, 206-241, 2023 | 30 | 2023 |
| Correlated equilibria and mean field games: a simple model L Campi, M Fischer Mathematics of Operations Research 47 (3), 2240-2259, 2022 | 30 | 2022 |
| On the existence of shadow prices G Benedetti, L Campi, J Kallsen, J Muhle-Karbe Finance and stochastics 17 (4), 801-818, 2013 | 28 | 2013 |
| N-Player games and mean-field games with smooth dependence on past absorptions L Campi, M Ghio, G Livieri Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 57 (4 …, 2021 | 27 | 2021 |
| Mean-field games of finite-fuel capacity expansion with singular controls L Campi, T De Angelis, M Ghio, G Livieri The Annals of Applied Probability 32 (5), 3674-3717, 2022 | 25 | 2022 |
| ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps C Benazzoli, L Campi, L Di Persio Statistics & Probability Letters 154, 108522, 2019 | 23 | 2019 |
Umut CetinProfessor in Statistics, LSEVerified email at lse.ac.uk
