25 results on '"Di Tella, Paolo"'
Search Results
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
5. On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck 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
10. On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case
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
16. Martingale representation in the enlargement of the filtration generated by a point process
17. SEMI-STATIC VARIANCE-OPTIMAL HEDGING IN STOCHASTIC VOLATILITY MODELS WITH FOURIER REPRESENTATION
18. On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization
19. 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.
21. On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case
22. Semistatic and sparse variance‐optimal hedging
23. BSDEs and log-utility maximization for Lévy processes
24. IN MEMORIAM: DOCTOR HANS-JÜURGEN ENGELBERT.
25. The Chaotic Representation Property of Compensated-Covariation Stable Families of Martingales
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.