Sfoglia per Autore
Ottimalita' quasi certa nel controllo stocastico
1999 Trivellato, Barbara
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
1999 DAI PRA, P; DI MASI, G. B.; Trivellato, Barbara
Un approccio Bayesiano alla gestione del rischio in un modello binomiale.
2000 Trivellato, Barbara; Vargiolu, T.
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information
2000 Trivellato, Barbara
Pathwise optimality in stochastic control
2001 P., DAI PRA; G. B., DI MASI; Trivellato, Barbara
PROBABILITÀ 3 crediti
2002 G., Pistone; Trivellato, Barbara
A Bayesian adaptive control approach to risk management in a binomial model
2002 Runggaldier, W. J.; Trivellato, Barbara; Vargiolu, T.
An alternative model for evaluating exchange rates derivatives with stochastic volatility
2004 E., Moretto; S., Pasquali; Trivellato, Barbara
A market model with insider's trades and no information transmission
2005 E., Barucci; R., Monte; Trivellato, Barbara
An alternative model for evaluating exchange rates derivatives with stochastic volatility.
2005 Moretto, E.; Pasquali, S.; Trivellato, Barbara
Insider trading in continuous time
2006 Barucci, E; Monte, R; Trivellato, Barbara
An equilibrium model of insider trading
2008 Monte, R; Trivellato, Barbara
Replication and shortfall risk in a binomial model with transaction costs
2009 Trivellato, Barbara
An equilibrium model of insider trading in continuous time
2009 Monte, R; Trivellato, Barbara
Geometry of extended exponential models
2009 Imparato, DANIELE ENRICO; Trivellato, Barbara
Derivative evaluation using recombining trees under stochastic volatility
2010 Moretto, E; Pasquali, S; Trivellato, Barbara
Exact pricing with stochastic volatility and jumps
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, Barbara
Exact and Approximated Option Pricing in a Stochastic Volatility Jump-diffusion Model
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, Barbara
The minimal k-entropy martingale measure
2012 Trivellato, Barbara
Deformed Exponentials and Applications to Finance
2013 Trivellato, Barbara
Citazione | Data di pubblicazione | Autori | File |
---|---|---|---|
Ottimalita' quasi certa nel controllo stocastico / Trivellato, Barbara. - In: BOLLETTINO DELL'UNIONE MATEMATICA ITALIANA. A. - ISSN 0392-4033. - (8) 2-A Suppl.:(1999), pp. 157-160. | 1-gen-1999 | TRIVELLATO, BARBARA | - |
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon / DAI PRA, P; DI MASI, G. B.; Trivellato, Barbara. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - 88:(1999), pp. 161-171. | 1-gen-1999 | TRIVELLATO, BARBARA + | - |
Un approccio Bayesiano alla gestione del rischio in un modello binomiale / Trivellato, Barbara; Vargiolu, T.. - STAMPA. - (2000), pp. 159-175. (Intervento presentato al convegno Finanza Computazionale tenutosi a Auronzo di Cadore (Italia) nel 31 maggio - 2 giugno, 2000). | 1-gen-2000 | TRIVELLATO, BARBARA + | - |
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information / Trivellato, Barbara. - In: STOCHASTICS AND STOCHASTICS REPORTS. - ISSN 1045-1129. - 69:(2000), pp. 239-254. | 1-gen-2000 | TRIVELLATO, BARBARA | - |
Pathwise optimality in stochastic control / P., DAI PRA; G. B., DI MASI; Trivellato, Barbara. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - STAMPA. - 39:5(2001), pp. 1540-1557. | 1-gen-2001 | TRIVELLATO, BARBARA + | - |
PROBABILITÀ 3 crediti / G., Pistone; Trivellato, Barbara. - (2002). | 1-gen-2002 | TRIVELLATO, BARBARA + | - |
A Bayesian adaptive control approach to risk management in a binomial model / Runggaldier, W. J.; Trivellato, Barbara; Vargiolu, T.. - STAMPA. - 52:(2002), pp. 243-258. (Intervento presentato al convegno Seminar on Stochastic Analysis, Random Fields and Applications, III tenutosi a Ascona (Switzerland) nel September 20 to 24, 1999). | 1-gen-2002 | TRIVELLATO, BARBARA + | - |
An alternative model for evaluating exchange rates derivatives with stochastic volatility / E., Moretto; S., Pasquali; Trivellato, Barbara. - (2004). | 1-gen-2004 | TRIVELLATO, BARBARA + | - |
A market model with insider's trades and no information transmission / E., Barucci; R., Monte; Trivellato, Barbara. - (2005). | 1-gen-2005 | TRIVELLATO, BARBARA + | - |
An alternative model for evaluating exchange rates derivatives with stochastic volatility / Moretto, E.; Pasquali, S.; Trivellato, Barbara. - In: INSURANCE MATHEMATICS & ECONOMICS. - ISSN 0167-6687. - STAMPA. - 37:(2005), pp. 390-391. (Intervento presentato al convegno DeMoSTAFI Conference tenutosi a Québec nel 20-22 May 2004). | 1-gen-2005 | TRIVELLATO, BARBARA + | - |
Insider trading in continuous time / Barucci, E; Monte, R; Trivellato, Barbara. - (2006), pp. 57-76. (Intervento presentato al convegno Proceedings of the Fifth International Conference tenutosi a Nagoya, Japan nel 17-19 December 2001). | 1-gen-2006 | TRIVELLATO, BARBARA + | - |
An equilibrium model of insider trading / Monte, R; Trivellato, Barbara. - (2008). | 1-gen-2008 | TRIVELLATO, BARBARA + | - |
Replication and shortfall risk in a binomial model with transaction costs / Trivellato, Barbara. - In: MATHEMATICAL METHODS OF OPERATIONS RESEARCH. - ISSN 1432-2994. - 69:(2009), pp. 1-26. [10.1007/s00186-007-0208-3] | 1-gen-2009 | TRIVELLATO, BARBARA | - |
An equilibrium model of insider trading in continuous time / Monte, R; Trivellato, Barbara. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - 2:(2009), pp. 83-128. [10.1007/s10203-009-0093-8] | 1-gen-2009 | TRIVELLATO, BARBARA + | - |
Geometry of extended exponential models / Imparato, DANIELE ENRICO; Trivellato, Barbara - In: Algebraic and Geometric Methods in Statistics / GIBILISCO P.; RICCOMAGNO E.; PISTONE G.; WYNN H. P.. - STAMPA. - CAMBRIDGE : Cambridge University Press, 2009. - ISBN 9780521896191. - pp. 307-326 [10.1017/CBO9780511642401.020] | 1-gen-2009 | IMPARATO, DANIELE ENRICOTRIVELLATO, BARBARA | - |
Derivative evaluation using recombining trees under stochastic volatility / Moretto, E; Pasquali, S; Trivellato, Barbara. - In: ADVANCES AND APPLICATIONS IN STATISTICAL SCIENCES. - ISSN 0974-6811. - 1:(2010), pp. 453-480. | 1-gen-2010 | TRIVELLATO, BARBARA + | - |
Exact pricing with stochastic volatility and jumps / D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, Barbara. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - 13:(2010), pp. 901-929. [10.1142/S0219024910006042] | 1-gen-2010 | TRIVELLATO, BARBARA + | - |
Exact and Approximated Option Pricing in a Stochastic Volatility Jump-diffusion Model / D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, Barbara. - XII:(2010), pp. 103-112. (Intervento presentato al convegno MAF 2008 - Mathematical and Statistical Methods for Actuarial Sciences and Finance tenutosi a Venice (Italy) nel 26,27,28 March 2008). | 1-gen-2010 | TRIVELLATO, BARBARA + | - |
The minimal k-entropy martingale measure / Trivellato, Barbara. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - 15:5(2012), pp. 1250038-1-1250038-22. [10.1142/S0219024912500380] | 1-gen-2012 | TRIVELLATO, BARBARA | - |
Deformed Exponentials and Applications to Finance / Trivellato, Barbara. - In: ENTROPY. - ISSN 1099-4300. - ELETTRONICO. - 15:9(2013), pp. 3471-3489. [10.3390/e15093471] | 1-gen-2013 | TRIVELLATO, BARBARA | Trivellato_Entropy_2013.pdf |
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