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TRIVELLATO, BARBARA

TRIVELLATO, BARBARA  

Dipartimento di Scienze Matematiche  

004168  

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Citazione Data di pubblicazione Autori File
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 + -
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 -
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 + -
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 + -
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 -
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 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 + -
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