Barbara Trivellato

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Person:280539

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zbMath Open trivellato.barbaraMaRDI QIDQ280539

List of research outcomes

PublicationDate of PublicationType
A stage structured demographic model with ``no-regression growth: the case of temperature-dependent development rate2023-10-30Paper
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models2023-02-16Paper
Robust concentration inequalities in maximal exponential models2021-03-18Paper
Minimization of the Kullback-Leibler divergence over a log-normal exponential arc2020-03-10Paper
Exponential models by Orlicz spaces and applications2018-11-19Paper
Option pricing under deformed Gaussian distributions2018-11-13Paper
On mixture and exponential connection by open arcs2018-01-12Paper
https://portal.mardi4nfdi.de/entity/Q45936922017-11-22Paper
New results on mixture and exponential models by Orlicz spaces2016-05-12Paper
Deformed exponentials and applications to finance2016-05-10Paper
Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting2015-06-22Paper
Forward Backward Semimartingale Systems for Utility Maximization2015-03-27Paper
THE MINIMAL κ-ENTROPY MARTINGALE MEASURE2012-10-15Paper
https://portal.mardi4nfdi.de/entity/Q30107332011-06-27Paper
EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS2010-09-21Paper
An equilibrium model of insider trading in continuous time2009-11-16Paper
Replication and shortfall risk in a binomial model with transaction costs2009-04-27Paper
https://portal.mardi4nfdi.de/entity/Q54938382006-10-16Paper
https://portal.mardi4nfdi.de/entity/Q44213802002-01-01Paper
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information2001-05-07Paper
Pathwise Optimality in Stochastic Control2001-03-19Paper
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon1999-12-02Paper

Research outcomes over time


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