The following pages link to Marina Santacroce (Q282537):
Displayed 13 items.
- New results on mixture and exponential models by Orlicz spaces (Q282538) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- On mixture and exponential connection by open arcs (Q1689198) (← links)
- A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Exponential models by Orlicz spaces and applications (Q4555284) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- (Q4824855) (← 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)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models (Q6426674) (← links)