COLANERI, KATIA
COLANERI, KATIA
DIPARTIMENTO DI ECONOMIA
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.011 secondi).
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
Implicit incentives for fund managers with partial information
2021 Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M.
Local Risk-Minimization under Restricted Information on Asset Prices
2015 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Nonlinear filtering for jump diffusion observations
2012 Ceci, Claudia; Colaneri, Katia
The Föllmer-Schweizer decomposition under incomplete information
2017 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
The value of knowing the market price of risk
2021 Colaneri, K.; Herzel, S.; Nicolosi, M.
The Zakai equation of nonlinear filtering for jump-diffusion observations: Existence and uniqueness
2014 Ceci, Claudia; Colaneri, Katia
Unit-linked life insurance policies: Optimal hedging in partially observable market models
2017 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra