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Mostrati risultati da 1 a 9 di 9
Nonlinear filtering for jump diffusion observations
2012 Ceci, Claudia; Colaneri, Katia
The Zakai equation of nonlinear filtering for jump-diffusion observations: Existence and uniqueness
2014 Ceci, Claudia; Colaneri, Katia
A benchmark approach to risk-minimization under partial information
2014 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
2015 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Local Risk-Minimization under Restricted Information on Asset Prices
2015 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
The Föllmer-Schweizer decomposition under incomplete information
2017 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Unit-linked life insurance policies: Optimal hedging in partially observable market models
2017 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
The value of knowing the market price of risk
2021 Colaneri, K.; Herzel, S.; Nicolosi, M.
Implicit incentives for fund managers with partial information
2021 Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M.
Mostrati risultati da 1 a 9 di 9
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