CECI, Claudia

CECI, Claudia  

DIPARTIMENTO DI ECONOMIA  

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Titolo Data di pubblicazione Autore(i) File
A Benchmark Approach to Risk-Minimization under Partial Information 2014 Ceci, Claudia; Colaneri, Katia; Cretarola, A.
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH 2006 Ceci, Claudia; A., Gerardi
An Approximation Method for Controlled Discrete Jump Processes Under Partial Observations 2001 Ceci, Claudia; A., Gerardi; P., Tardelli
An estimate of the approximation error in the filtering of a discrete jump process 2001 Ceci, Claudia; A., Gerardi; P., Tardelli
An HJB approach to exponential utility maximization for jump processes 2009 Ceci, Claudia
AN OPTIMAL STOPPING PROBLEM ARISING FROM A DECISION MODEL WITH MANY AGENTS 1998 B., Bassan; Ceci, Claudia
A BSDE-based approach for the optimal reinsurance problem under partial information 2020 Brachetta, Matteo; Ceci, Claudia
BSDEs under partial information and financial applications 2014 Ceci, Claudia; A., Cretarola; F., Russo
CONDITIONAL LAW OF A BRANCHING PROCESS OBSERVING A SUBPOPULATION 2002 Ceci, Claudia; A., Gerardi
CONTROLLED PARTIALLY OBSERVED JUMP PROCESSES: DYNAMICS DEPENDENT ON THE OBSERVED HISTORY 2001 Ceci, Claudia; A., Gerardi
Controlled trees 1994 Ceci, Claudia; L., Mazliak
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED JUMP PROCESSES 2002 Ceci, Claudia; A., Gerardi; P., Tardelli
FILTERING OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS 2000 Ceci, Claudia; A., Gerardi
The Follmer-Schweizer decomposition under incomplete information 2017 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
GKW representation theorem under restricted information. An application to risk-minimization 2014 Ceci, Claudia; Cretarola, A.; Russo, F.
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 2015 Ceci, Claudia; Colaneri, Katia; A., Cretarola
Indifference pricing of pure endowments via BSDEs under partial information 2020 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Local risk-minimization under restricted information on asset prices 2015 Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives 2020 Bo, Lijun; Ceci, Claudia
MIXED OPTIMAL STOPPING AND STOCHASTIC CONTROL PROBLEMS WITH SEMICONTINUOUS FINAL REWARD FOR DIFFUSION PROCESSES 2004 Ceci, Claudia; Bassan, B.