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2. Product formulas for multiple stochastic integrals associated with L\'evy processes

3. On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes

4. Progressively Enlargement of Filtrations and Control Problems for Step Processes

6. Martingale Representation in Progressively Enlarged L\'evy Filtrations

7. On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case

8. BSDEs and log-utility maximization for L\'{e}vy processes

9. Martingale Representation in the Enlargement of the Filtration Generated by a Point Process

11. Product and Moment Formulas for Iterated Stochastic Integrals (associated with L\'evy Processes)

12. On The Weak Representation Property in Progressively Enlarged Filtrations with an Application to Exponential Utility Maximization

13. Semi-Static and Sparse Variance-Optimal Hedging

14. Semi-Static Variance-Optimal Hedging in Stochastic Volatility Models with Fourier Representation

15. The Chaotic Representation Property of Compensated-Covariation Stable Families of Martingales

20. On the compensator of step processes in progressively enlarged filtrations and related control problems.

25. The Chaotic Representation Property of Compensated-Covariation Stable Families of Martingales

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