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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 + -
A non-Gaussian option pricing model based on Kaniadakis exponential deformation / Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara. - In: THE EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER PHYSICS. - ISSN 1434-6028. - ELETTRONICO. - 90:(10): 179(2017). [10.1140/epjb/e2017-80112-x] 1-gen-2017 Barbara Trivellato + -
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 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
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 + -
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 + -
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.pdf; Exponential 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 -
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 -
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 + -
Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc / Siri, P.; Trivellato, B. (LECTURE NOTES IN ARTIFICIAL INTELLIGENCE). - In: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) / Frank Nielsen and Fréderic Barbaresco. - STAMPA. - Cham : Springer, 2019. - ISBN 978-3-030-26979-1. - pp. 453-461 [10.1007/978-3-030-26980-7_47] 1-gen-2019 Siri P.Trivellato B. -
New results on mixture and exponential models by Orlicz spaces / Santacroce, Marina; Siri, Paola; Trivellato, Barbara. - In: BERNOULLI. - ISSN 1350-7265. - STAMPA. - 22:3(2016), pp. 1431-1447. [10.3150/15-BEJ698] 1-gen-2016 SANTACROCE, MARINASIRI, PAOLATRIVELLATO, BARBARA BEJ698_final.pdf