TRIVELLATO, BARBARA

TRIVELLATO, BARBARA  

Dipartimento di Scienze Matematiche  

004168  

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Citazione Data di pubblicazione Autori File
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 + -
A market model with insider's trades and no information transmission / E., Barucci; R., Monte; Trivellato, Barbara. - (2005). 1-gen-2005 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 + -
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 -
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 + -
An alternative model for evaluating exchange rates derivatives with stochastic volatility / E., Moretto; S., Pasquali; Trivellato, Barbara. - (2004). 1-gen-2004 TRIVELLATO, BARBARA + -
An equilibrium model of insider trading / Monte, R; Trivellato, Barbara. - (2008). 1-gen-2008 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 + -
An application of maximal exponential models to duality theory / Santacroce, Marina; Siri, Paola; Trivellato, Barbara. - In: ENTROPY. - ISSN 1099-4300. - 20:7(2018), pp. 1-9. [10.3390/e20070495] 1-gen-2018 Santacroce, MarinaSiri, PaolaTrivellato, Barbara entropy-313668-english done.pdf
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 + -
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
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 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 + -
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 + dmpt-ijtaf.pdf
Exponential models by Orlicz spaces and applications / Santacroce, Marina; Siri, Paola; Trivellato, Barbara. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - ELETTRONICO. - 55:3(2018), pp. 682-700. [10.1017/jpr.2018.45] 1-gen-2018 Santacroce, MarinaSiri, PaolaTrivellato, Barbara 16571revision.pdfExponential models by Orlicz spaces.pdf
Forward backward semimartingale systems for utility maximization / Santacroce, Marina; Trivellato, Barbara. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - STAMPA. - 52:6(2014), pp. 3517-3537. [10.1137/130941778] 1-gen-2014 SANTACROCE, MARINATRIVELLATO, BARBARA SIAM_JCO_2014.pdf
Geometry of extended exponential models / IMPARATO D; TRIVELLATO B.. - STAMPA. - (2009), pp. 307-326. [10.1017/CBO9780511642401.020] 1-gen-2009 IMPARATO, DANIELE ENRICOTRIVELLATO, BARBARA PaulMariottjasaReviewGianniVolume.pdfonline_material.pdfproofs.pdf
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 + -
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 Trivellato_ijtaf_2012.pdf
Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc / Siri, P.; Trivellato, B.. - STAMPA. - 11712:(2019), pp. 453-461. [10.1007/978-3-030-26980-7_47] 1-gen-2019 Siri P.Trivellato B. 72-Siri-proceedings.pdf