Barbara Trivellato

Available identifiers

zbMath Open trivellato.barbaraMaRDI QIDQ280539

List of research outcomes

Publication	Date of Publication	Type
Sub-exponentiality in statistical exponential models	2024-08-24	Paper
A stage structured demographic model with ``no-regression growth: the case of temperature-dependent development rate	2023-10-30	Paper
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models	2023-02-16	Paper
Robust concentration inequalities in maximal exponential models	2021-03-18	Paper
Minimization of the Kullback-Leibler divergence over a log-normal exponential arc	2020-03-10	Paper
Exponential models by Orlicz spaces and applications	2018-11-19	Paper
Option pricing under deformed Gaussian distributions	2018-11-13	Paper
On mixture and exponential connection by open arcs	2018-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4593692	2017-11-22	Paper
New results on mixture and exponential models by Orlicz spaces	2016-05-12	Paper
Deformed exponentials and applications to finance	2016-05-10	Paper
Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting	2015-06-22	Paper
Forward Backward Semimartingale Systems for Utility Maximization	2015-03-27	Paper
THE MINIMAL κ-ENTROPY MARTINGALE MEASURE	2012-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q3010733	2011-06-27	Paper
Exact pricing with stochastic volatility and jumps	2010-09-21	Paper
An equilibrium model of insider trading in continuous time	2009-11-16	Paper
Replication and shortfall risk in a binomial model with transaction costs	2009-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q5493838	2006-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q4421380	2002-01-01	Paper
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information	2001-05-07	Paper
Pathwise optimality in stochastic control	2001-03-19	Paper
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon	1999-12-02	Paper

Research outcomes over time

This page was built for person: Barbara Trivellato