The following pages link to Claudia Ceci (Q209159):
Displaying 29 items.
- BSDEs under partial information and financial applications (Q402719) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Local risk-minimization under restricted information on asset prices (Q894154) (← links)
- Optimal control and filtering of the reproduction law of a branching process (Q1284414) (← links)
- (Q1573567) (redirect page) (← links)
- Filtering of a Markov jump process with counting observations (Q1573568) (← links)
- Optimal design in nonparametric life testing (Q1771233) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Existence of optimal controls for partially observed jump processes (Q1862261) (← links)
- Controlled partially observed jump processes: dynamics dependent on the observed history. (Q1875270) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Modelling a multitype branching Brownian motion: Filtering of a measure-valued process (Q2502274) (← links)
- A stochastic control approach to public debt management (Q2675369) (← links)
- Optimal Investment Problems with Marked Point Processes (Q2904887) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- Conditional law of a branching process observing a subpopulation (Q3147421) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Risk minimizing hedging for a partially observed high frequency data model (Q3426316) (← links)
- Multitype branching processes observing particles of a given type (Q5697594) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
