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Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-34
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009672596
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Pairs trading under drift uncertainty and risk penalization
Altay, Sühan; Colaneri, Katia; Eksi-Altay, Zehra - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-24
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011956923
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A model for high frequency data under partial information : a filtering approach
Ceci, Claudia; Gerardi, Anna - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 555-576
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003347389
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Pricing for geometric marked point processes under partial information : entropy approach
Ceci, Claudia; Gerardi, Anna - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 179-207
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003855758