P. Di Tella

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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!

Publication	Date of Publication	Type
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes Stochastic Processes and their Applications	2024-07-10	Paper
On the compensator of step processes in progressively enlarged filtrations and related control problems	2024-02-15	Paper
Product formulas for multiple stochastic integrals associated with L\'evy processes	2023-09-20	Paper
On the propagation of the weak representation property in independently enlarged filtrations: the general case Journal of Theoretical Probability	2022-11-21	Paper
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes	2022-07-22	Paper
Martingale representation in progressively enlarged Lévy filtrations Stochastics	2022-07-08	Paper
Progressively Enlargement of Filtrations and Control Problems for Step Processes	2021-12-23	Paper
Semistatic and sparse variance-optimal hedging Mathematical Finance	2020-05-14	Paper
BSDEs and log-utility maximization for Lévy processes Modern Stochastics. Theory and Applications	2020-05-12	Paper
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case	2020-03-25	Paper
On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization Stochastic Processes and their Applications	2020-01-24	Paper
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation Journal of Applied Probability	2019-10-07	Paper
Martingale Representation in the Enlargement of the Filtration Generated by a Point Process	2019-06-04	Paper
Semi-Static and Sparse Variance-Optimal Hedging	2017-09-16	Paper
The chaotic representation property of compensated-covariation stable families of martingales The Annals of Probability	2017-01-13	Paper
The predictable representation property of compensated-covariation stable families of martingales Theory of Probability and its Applications	2016-03-08	Paper
On the predictable representation property of martingales associated with Lévy processes Stochastics	2015-07-29	Paper

Research outcomes over time

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