TARDELLI, PAOLA

TARDELLI, PAOLA  

Dipartimento di Ingegneria industriale e dell'informazione e di economia  

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Risultati 1 - 20 di 39 (tempo di esecuzione: 0.059 secondi).
Titolo Data di pubblicazione Autore(i) File
Limit Theorems for an Extended Inverse Hawkes Process with General Exciting Functions 1-gen-2023 Selvamuthu, Dharmaraja; Pandey, Shamiksha; Tardelli, Paola
Hedging and Utility Valuation of a Defaultable Claim Driven by Hawkes Processes 1-gen-2022 Pasricha, Puneet; Dharmaraja, Selvamuthu; Tardelli, Paola
Infinite-server Systems with Hawkes Arrivals and Hawkes Services 1-gen-2022 Dharmaraja, Selvamuthu; Tardelli, Paola
Partial Observed Fluid Queue Model for Rechargeable Batteries 1-gen-2020 Dharmaraja, Selvamuthu; 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
Probabilistic Prediction of Credit Ratings: a Filtering Approach. 1-gen-2018 Tardelli, Paola
Recursive Backward Scheme for the Solution of a BSDE with a non Lipschitz Generator. 1-gen-2017 Tardelli, Paola
Credit Risk in an Economy with New Firms Arrivals 1-gen-2016 Tardelli, Paola; Oliva, Immacolata; Centanni, Silvia
Modeling and Filtering of Credit Health for a Set of Firms 1-gen-2015 Tardelli, Paola
Partially informed investors: hedging in incomplete market with default 1-gen-2015 Tardelli, Paola
Modeling and filtering credit merit in a set of firms 1-gen-2014 Centanni, S.; Tardelli, Paola
Modeling an Incomplete Market with Default 1-gen-2012 Tardelli, Paola
Hedging of a Defaultable Claim: Simulation of the Value Function 1-gen-2012 Tardelli, Paola
Option Pricing for a Partially Observed Pure Jump Price Process. 1-gen-2011 Tardelli, Paola
Utility Maximization in a Pure Jump Model with Partial Observation 1-gen-2011 Tardelli, Paola
Risk-neutral Measures and Pricing for a Pure Jump Price Process: A Stochastic Control Approach 1-gen-2010 Gerardi, A; Tardelli, Paola
Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes 1-gen-2010 Gerardi, A; Tardelli, Paola
Minimal Martingale Measure: Pricing and Hedging in a Pure Jump Model under Restricted Information 1-gen-2009 Tardelli, Paola
Controlled Hetereogeneous Collection: the Role of Occupation Numbers 1-gen-2008 Gerardi, A; 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