Cecilia Prosdocimi

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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!

PublicationDate of PublicationType
A pricing formula for delayed claims: appreciating the past to value the future
Mathematics and Financial Economics
2023-07-10Paper
Optimal portfolio choice with path dependent labor income: the infinite horizon case
SIAM Journal on Control and Optimization
2020-11-03Paper
Countable partially exchangeable mixtures
Journal of Theoretical Probability
2016-06-27Paper
Input-output properties of the Page-Hinkley detector
Systems & Control Letters
2011-07-27Paper
A note on variance bounding for continuous time Markov chains
Statistics & Probability Letters
2011-01-14Paper
Affine credit risk models under incomplete information2008-06-11Paper


Research outcomes over time


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