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Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 904-933
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012313747
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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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Modelling the industrial production of electric and gas utilities through the CIR3 model
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - In: Mathematics and financial economics 18 (2024) 1, pp. 1-25
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015045564