Marina Santacroce

Available identifiers

zbMath Open santacroce.marinaMaRDI QIDQ282537

List of research outcomes

Publication	Date of Publication	Type
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models	2023-02-16	Paper
Exponential models by Orlicz spaces and applications	2018-11-19	Paper
On mixture and exponential connection by open arcs	2018-01-12	Paper
New results on mixture and exponential models by Orlicz spaces	2016-05-12	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
Mean-variance hedging via stochastic control and BSDEs for general semimartingales	2013-01-25	Paper
Exponential utility maximization under partial information	2011-11-27	Paper
Power utility maximization under partial information: some convergence results	2010-09-15	Paper
Derivatives pricing viap-optimal martingale measures: some extreme cases	2007-08-23	Paper
On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy Martingale Measure	2005-05-23	Paper
A semimartingale BSDE related to the minimal entropy martingale measure	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4824855	2004-11-01	Paper

Research outcomes over time

This page was built for person: Marina Santacroce