The following pages link to Barbara Trivellato (Q280539):
Displaying 23 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- New results on mixture and exponential models by Orlicz spaces (Q282538) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- An equilibrium model of insider trading in continuous time (Q1037394) (← links)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- On mixture and exponential connection by open arcs (Q1689198) (← links)
- (Q1808208) (redirect page) (← links)
- Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon (Q1808209) (← links)
- Minimization of the Kullback-Leibler divergence over a log-normal exponential arc (Q2305255) (← links)
- Robust concentration inequalities in maximal exponential models (Q2657985) (← links)
- Pathwise Optimality in Stochastic Control (Q2706164) (← links)
- EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (Q2786345) (← links)
- (Q3010733) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- (Q4421380) (← links)
- Exponential models by Orlicz spaces and applications (Q4555284) (← links)
- (Q4593692) (← links)
- Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (Q4955494) (← links)
- Forward Backward Semimartingale Systems for Utility Maximization (Q5244629) (← links)
- Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270) (← links)
- (Q5493838) (← links)
- A stage structured demographic model with ``no-regression'' growth: the case of temperature-dependent development rate (Q6061032) (← links)
- Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models (Q6426674) (← links)
