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Mostrati risultati da 1 a 5 di 5
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS
2012-01-01 Ceci, Claudia; Colaneri, Katia
A Benchmark Approach to Risk-Minimization under Partial Information
2014-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, A.
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness
2014-01-01 Ceci, Claudia; Colaneri, Katia
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
2015-01-01 Ceci, Claudia; Colaneri, Katia; A., Cretarola
Local risk-minimization under restricted information on asset prices
2015-01-01 Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS | 2012 | Ceci, Claudia; Colaneri, Katia | |
A Benchmark Approach to Risk-Minimization under Partial Information | 2014 | Ceci, Claudia; Colaneri, Katia; Cretarola, A. | |
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness | 2014 | Ceci, Claudia; Colaneri, Katia | |
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization | 2015 | Ceci, Claudia; Colaneri, Katia; A., Cretarola | |
Local risk-minimization under restricted information on asset prices | 2015 | Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola |
Mostrati risultati da 1 a 5 di 5
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