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TRIVELLATO, BARBARA

TRIVELLATO, BARBARA  

Dipartimento di Scienze Matematiche  

004168  

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Citazione Data di pubblicazione Autori File
Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models / Santacroce, Marina; Siri, Paola; Trivellato, Barbara. - In: APPLIED MATHEMATICS AND OPTIMIZATION. - ISSN 0095-4616. - ELETTRONICO. - 89:3(2024). [10.1007/s00245-024-10114-9] 1-gen-2024 Siri, PaolaTrivellato, Barbara + FBSDEs.pdf
On mean-variance optimal reinsurance-investment strategies in dynamic contagion claims models / Santacroce, Marina; Trivellato, Barbara. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1129-6569. - (2024). [10.1007/s10203-024-00475-9] 1-gen-2024 Trivellato, Barbara + s10203-024-00475-9.pdf
Sub-exponentiality in Statistical Exponential Models / Trivellato, Barbara. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - ELETTRONICO. - 37:3(2024), pp. 2076-2096. [10.1007/s10959-023-01281-6] 1-gen-2024 Trivellato, Barbara jtp-trivellato.pdf; s10959-023-01281-6.pdf
A stage structured demographic model with “no-regression” growth: The case of temperature-dependent development rate / Pasquali, Sara; Trivellato, Barbara. - In: PHYSICA. A. - ISSN 0378-4371. - 629:(2023), pp. 1-18. [10.1016/j.physa.2023.129179] 1-gen-2023 Trivellato, Barbara + physica A 2023 preprint.pdf; main.pdf
Robust concentration inequalities in maximal exponential models / Siri, P.; Trivellato, B.. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 170:(2021), p. 109001. [10.1016/j.spl.2020.109001] 1-gen-2021 Siri P.Trivellato B. SPLfinal.pdf
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
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
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 + -
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
Option pricing under deformed Gaussian distributions / Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara. - In: PHYSICA. A. - ISSN 0378-4371. - STAMPA. - 446:(2016), pp. 246-263. [10.1016/j.physa.2015.11.026] 1-gen-2016 TRIVELLATO, BARBARA + MorettoPasqualiTrivellato2016.pdf
Power utility maximization problems under partial information and information sufficiency in a Brownian setting / Santacroce, Marina; Sasso, Emanuela; Trivellato, Barbara; Covello, Daniela. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - STAMPA. - 33:3(2015), pp. 493-509. [10.1080/07362994.2015.1009758] 1-gen-2015 SANTACROCE, MARINATRIVELLATO, BARBARA + -
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 -
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
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 -
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 + -
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 -
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 + -
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 -