Skip navigation

Elisa Luciano

Elisa Luciano is Professor of Finance at the University of Torino and Collegio Carlo Alberto.

Titles by This Author

This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete markets. Indeed, most recent applications of continuous-time finance aim to capture the imperfections and dysfunctions of financial markets—characteristics that became especially apparent during the market turmoil that started in 2008.