CECI, CLAUDIA
CECI, CLAUDIA
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
A Benchmark Approach to Risk-Minimization under Partial Information
2014 Ceci, Claudia; Colaneri, Katia; Cretarola, A.
A BSDE-based approach for the optimal reinsurance problem under partial information
2020 Brachetta, Matteo; Ceci, Claudia
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
2006 Ceci, Claudia; A., Gerardi
A stochastic control approach to public debt management
2022 Brachetta, M.; Ceci, C.
Addressing the financial impact of natural disasters in the era of climate change
2024 Bufalo, M.; Ceci, C.; Orlando, G.
An Approximation Method for Controlled Discrete Jump Processes Under Partial Observations
2001 Ceci, Claudia; A., Gerardi; P., Tardelli
An estimate of the approximation error in the filtering of a discrete jump process
2001 Ceci, Claudia; A., Gerardi; P., Tardelli
An HJB approach to exponential utility maximization for jump processes
2009 Ceci, Claudia
AN OPTIMAL STOPPING PROBLEM ARISING FROM A DECISION MODEL WITH MANY AGENTS
1998 B., Bassan; Ceci, Claudia
BSDEs under partial information and financial applications
2014 Ceci, Claudia; A., Cretarola; F., Russo
CONDITIONAL LAW OF A BRANCHING PROCESS OBSERVING A SUBPOPULATION
2002 Ceci, Claudia; A., Gerardi
CONTROLLED PARTIALLY OBSERVED JUMP PROCESSES: DYNAMICS DEPENDENT ON THE OBSERVED HISTORY
2001 Ceci, Claudia; A., Gerardi
Controlled trees
1994 Ceci, Claudia; L., Mazliak
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED JUMP PROCESSES
2002 Ceci, Claudia; A., Gerardi; P., Tardelli
FILTERING OF A MARKOV JUMP PROCESS WITH COUNTING OBSERVATIONS
2000 Ceci, Claudia; A., Gerardi
GKW representation theorem under restricted information. An application to risk-minimization
2014 Ceci, Claudia; Cretarola, A.; Russo, F.
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
2015 Ceci, Claudia; Colaneri, Katia; A., Cretarola
Indifference pricing of pure endowments via BSDEs under partial information
2020 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Local risk-minimization under restricted information on asset prices
2015 Ceci, Claudia; Colaneri, Katia; Alessandra, Cretarola
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives
2020 Bo, Lijun; Ceci, Claudia