Barbara Trivellato

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sub-exponentiality in statistical exponential models Journal of Theoretical Probability	2024-08-24	Paper
A stage structured demographic model with ``no-regression growth: the case of temperature-dependent development rate Physica A	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 Statistics & Probability Letters	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 Journal of Applied Probability	2018-11-19	Paper
Option pricing under deformed Gaussian distributions Physica A	2018-11-13	Paper
On mixture and exponential connection by open arcs	2018-01-12	Paper
Exact and approximated option pricing in a stochastic volatility jump-diffusion model	2017-11-22	Paper
New results on mixture and exponential models by Orlicz spaces Bernoulli	2016-05-12	Paper
Deformed exponentials and applications to finance Entropy	2016-05-10	Paper
Power utility maximization problems under partial information and information sufficiency in a Brownian setting Stochastic Analysis and Applications	2015-06-22	Paper
Forward backward semimartingale systems for utility maximization SIAM Journal on Control and Optimization	2015-03-27	Paper
The minimal \(\kappa \)-entropy martingale measure International Journal of Theoretical and Applied Finance	2012-10-15	Paper
Derivative evaluation using recombining trees under stochastic volatility	2011-06-27	Paper
Exact pricing with stochastic volatility and jumps International Journal of Theoretical and Applied Finance	2010-09-21	Paper
An equilibrium model of insider trading in continuous time Decisions in Economics and Finance	2009-11-16	Paper
Replication and shortfall risk in a binomial model with transaction costs Mathematical Methods of Operations Research	2009-04-27	Paper
Insider trading in continuous time	2006-10-16	Paper
scientific article; zbMATH DE number 1971733 (Why is no real title available?)	2002-01-01	Paper
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information Stochastics and Stochastic Reports	2001-05-07	Paper
Pathwise optimality in stochastic control SIAM Journal on Control and Optimization	2001-03-19	Paper
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon Annals of Operations Research	1999-12-02	Paper

Research outcomes over time

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