COLANERI, KATIA
COLANERI, KATIA
DIPARTIMENTO DI ECONOMIA
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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.011 secondi).
A Benchmark Approach to Risk-Minimization under Partial Information
2014-01-01 Ceci, Claudia; Colaneri, Katia; Cretarola, A.
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
NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS
2012-01-01 Ceci, Claudia; Colaneri, Katia
The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness
2014-01-01 Ceci, Claudia; Colaneri, Katia
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Benchmark Approach to Risk-Minimization under Partial Information | 2014 | Ceci, Claudia; Colaneri, Katia; Cretarola, A. | |
| 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 | |
| NONLINEAR FILTERING FOR JUMP DIFFUSION OBSERVATIONS | 2012 | Ceci, Claudia; Colaneri, Katia | |
| The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness | 2014 | Ceci, Claudia; Colaneri, Katia |