Marina Santacroce

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
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models	2023-02-16	Paper
Exponential models by Orlicz spaces and applications Journal of Applied Probability	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 Bernoulli	2016-05-12	Paper
New results on mixture and exponential models by Orlicz spaces Bernoulli	2016-05-12	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
Mean-variance hedging via stochastic control and BSDEs for general semimartingales The Annals of Applied Probability	2013-01-25	Paper
Mean-variance hedging via stochastic control and BSDEs for general semimartingales The Annals of Applied Probability	2013-01-25	Paper
Exponential utility maximization under partial information Finance and Stochastics	2011-11-27	Paper
Power utility maximization under partial information: some convergence results Stochastic Processes and their Applications	2010-09-15	Paper
Derivatives pricing viap-optimal martingale measures: some extreme cases Journal of Applied Probability	2007-08-23	Paper
On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy Martingale Measure Stochastic Analysis and Applications	2005-05-23	Paper
A semimartingale BSDE related to the minimal entropy martingale measure Finance and Stochastics	2005-05-20	Paper
scientific article; zbMATH DE number 2113405 (Why is no real title available?)	2004-11-01	Paper

Research outcomes over time

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