TARDELLI, PAOLA

TARDELLI, PAOLA  

Dipartimento di Ingegneria industriale e dell informazione e di economia  

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Risultati 1 - 20 di 35 (tempo di esecuzione: 0.079 secondi).
Titolo Data di pubblicazione Autore(i) File
A Partially Observed Ultra-High-Frequency Data Model: Risk Minimizing-Hedging 1-gen-2007 Tardelli, Paola
A Representation Theorem for Radon-Nikodym Derivatives in the White-Noise Theory 1-gen-1992 De Santis, A; Gandolfi, A; Germani, Alfredo; Tardelli, Paola
A Representation Theorem for Radon-Nykodim Derivatives in the White Noise Theory 1-gen-1993 DE SANTIS, A; Gandolfi, A; Germani, Alfredo; Tardelli, Paola
A Sequential Monte Carlo Filter in a Class of Marked Doubly Stochastic Poisson Processes 1-gen-2007 Centanni, S; Minozzo, M; Tardelli, Paola
An Approximation Method for Controlled Discrete Jump Processes under Partial Observations 1-gen-2001 Ceci, C; Gerardi, A; Tardelli, Paola
An Approximation of Stochastic Control Problems for Jump Processes 1-gen-1997 Tardelli, Paola
An Estimate of the Approximation Error in the Filtering of a Discrete Jump Process 1-gen-2001 Ceci, C; Gerardi, A; Tardelli, Paola
Conditional Law of Lifetimes for a Heterogeneous Population of Living Particles Via Filtering Techniques 1-gen-2006 Tardelli, Paola
Controlled Hetereogeneous Collection: the Role of Occupation Numbers 1-gen-2008 Gerardi, A; Tardelli, Paola
Credit Risk in an Economy with New Firms Arrivals 1-gen-2016 Tardelli, Paola
Existence of Optimal Controls for Partially Observed Jump Processes 1-gen-2002 Ceci, C; A., Gerardi; Tardelli, Paola
Filtering of a Discrete Jump Process: Approximation Error 1-gen-2001 Tardelli, Paola
Filtering on a Partially Observed Ultra-high-frequency Data Model 1-gen-2006 Gerardi, A; Tardelli, Paola
Finite State and Discrete Time Approximation for Filters 1-gen-2001 Gerardi, A; Tardelli, Paola
Hedging of a Defaultable Claim: Simulation of the Value Function 1-gen-2012 Tardelli, Paola
Heterogenous Population Dynamical Model: a Filtering Problem 1-gen-2005 Gerardi, A; Tardelli, Paola
Jump Processes under Partial Observations: Finite State Approximation 1-gen-2002 Gerardi, A; Tardelli, Paola
Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets 1-gen-2018 Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola
Minimal Martingale Measure: Pricing and Hedging in a Pure Jump Model under Restricted Information 1-gen-2009 Tardelli, Paola
Modeling an Incomplete Market with Default 1-gen-2012 Tardelli, Paola