TARDELLI, PAOLA
TARDELLI, PAOLA
Dipartimento di Ingegneria industriale e dell'informazione e di economia
Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes
2024-01-01 Pasricha, P.; Selvamuthu, D.; Tardelli, P.
Limit Theorems for an Extended Inverse Hawkes Process with General Exciting Functions
2023-01-01 Selvamuthu, Dharmaraja; Pandey, Shamiksha; Tardelli, Paola
Hedging and Utility Valuation of a Defaultable Claim Driven by Hawkes Processes
2022-01-01 Pasricha, Puneet; Dharmaraja, Selvamuthu; Tardelli, Paola
Infinite-server Systems with Hawkes Arrivals and Hawkes Services
2022-01-01 Dharmaraja, Selvamuthu; Tardelli, Paola
Partial Observed Fluid Queue Model for Rechargeable Batteries
2020-01-01 Dharmaraja, Selvamuthu; Tardelli, Paola
Probabilistic Prediction of Credit Ratings: a Filtering Approach.
2018-01-01 Tardelli, Paola
Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets
2018-01-01 Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola
Recursive Backward Scheme for the Solution of a BSDE with a non Lipschitz Generator.
2017-01-01 Tardelli, Paola
Credit Risk in an Economy with New Firms Arrivals
2016-01-01 Tardelli, Paola; Oliva, Immacolata; Centanni, Silvia
Modeling and Filtering of Credit Health for a Set of Firms
2015-01-01 Tardelli, Paola
Partially informed investors: hedging in incomplete market with default
2015-01-01 Tardelli, Paola
Modeling and filtering credit merit in a set of firms
2014-01-01 Centanni, S.; Tardelli, Paola
Hedging of a Defaultable Claim: Simulation of the Value Function
2012-01-01 Tardelli, Paola
Modeling an Incomplete Market with Default
2012-01-01 Tardelli, Paola
Option Pricing for a Partially Observed Pure Jump Price Process.
2011-01-01 Tardelli, Paola
Utility Maximization in a Pure Jump Model with Partial Observation
2011-01-01 Tardelli, Paola
Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes
2010-01-01 Gerardi, A; Tardelli, Paola
Risk-neutral Measures and Pricing for a Pure Jump Price Process: A Stochastic Control Approach
2010-01-01 Gerardi, A; Tardelli, Paola
Minimal Martingale Measure: Pricing and Hedging in a Pure Jump Model under Restricted Information
2009-01-01 Tardelli, Paola
Controlled Hetereogeneous Collection: the Role of Occupation Numbers
2008-01-01 Gerardi, A; Tardelli, Paola