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Option pricing theory
Stochastic process
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Stochastischer Prozess
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filtering
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Unit-linked life insurance contracts
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Life insurance
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Local risk-minimization
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Public debt
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Utility maximization
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backward stochastic differential equations
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Öffentliche Schulden
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Ceci, Claudia
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Colaneri, Katia
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Cretarola, Alessandra
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Gerardi, Anna
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
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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://www.econbiz.de/10009672596
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3
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://www.econbiz.de/10012313747
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