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Titolo Data di pubblicazione Autore(i) File
RISK MINIMIZING HEDGING FOR A PARTIALLY OBSERVED HIGH FREQUENCY DATA MODEL 2006 Ceci, Claudia
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH 2006 Ceci, Claudia; A., Gerardi
MODELLING A MULTITYPE BRANCHING BROWNIAN MOTION: FILTERING OF A MEASURE-VALUED PROCESS 2006 Ceci, Claudia; A., Gerardi
Option hedging for high frequency data models 2007 Ceci, Claudia
Utility-based hedging and pricing with a nontraded asset for jump processes 2009 Ceci, Claudia; A., Gerardi
Pricing for geometric marked point processes under partial information: entropy approach 2009 Ceci, Claudia; A., Gerardi
An HJB approach to exponential utility maximization for jump processes 2009 Ceci, Claudia
WEALTH OPTIMIZATION AND DUAL PROBLEMS FOR JUMP STOCK DYNAMICS WITH STOCHASTIC FACTOR 2010 Ceci, Claudia; A., Gerardi
Optimal investment problems with marked point stock dynamics 2011 Ceci, Claudia
UTILITY INDIFFERENCE VALUATION FOR JUMP RISKY ASSETS 2011 Ceci, Claudia; A., Gerardi
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS 2012 Ceci, Claudia
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS 2012 Ceci, Claudia; Colaneri, Katia
Optimal investment-consumption for partially observed jump-diffusions 2013 Ceci, Claudia
GKW representation theorem under restricted information. An application to risk-minimization 2014 Ceci, Claudia; Cretarola, A.; Russo, F.
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
BSDEs under partial information and financial applications 2014 Ceci, Claudia; A., Cretarola; F., Russo
Local risk-minimization under restricted information on asset prices 2015 Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 2015 Ceci, Claudia; Colaneri, Katia; A., Cretarola
Recent advances in nonlinear filtering with a financial application to derivatives hedging under incomplete information 2017 Ceci, Claudia; K., Colaneri
Mostrati risultati da 21 a 40 di 54
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