| Nonlinear filtering for jump diffusion observations C Ceci, K Colaneri Advances in Applied Probability 44 (3), 678-701, 2012 | 56 | 2012 |
| The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness C Ceci, K Colaneri Applied Mathematics & Optimization 69 (1), 47-82, 2014 | 51 | 2014 |
| A model for high frequency data under partial information: a filtering approach C Ceci, A Gerardi International Journal of Theoretical and Applied Finance 9 (04), 555-576, 2006 | 51 | 2006 |
| BSDEs under partial information and financial applications C Ceci, A Cretarola, F Russo Stochastic Processes and their Applications 124 (8), 2628-2653, 2014 | 45 | 2014 |
| Risk minimizing hedging for a partially observed high frequency data model C Ceci Stochastics: An International Journal of Probability and Stochastics …, 2006 | 41 | 2006 |
| Optimal proportional reinsurance and investment for stochastic factor models M Brachetta, C Ceci Insurance: Mathematics and Economics 87, 15-33, 2019 | 37 | 2019 |
| Existence of optimal controls for partially observed jump processes C Ceci, A Gerardi, P Tardelli Acta Applicandae Mathematica 74, 155-175, 2002 | 37 | 2002 |
| Filtering of a Markov jump process with counting observations C Ceci, A Gerardi Applied Mathematics and Optimization 42, 1-18, 2000 | 31 | 2000 |
| GKW representation theorem under restricted information: An application to risk-minimization C Ceci, A Cretarola, F Russo Stochastics and Dynamics 14 (02), 1350019, 2014 | 27 | 2014 |
| Mixed optimal stopping and stochastic control problems with semicontinuous final reward for diffusion processes C Ceci, B Bassan Stochastics and Stochastic Reports 76 (4), 323-337, 2004 | 24 | 2004 |
| Optimal design in nonparametric life testing C Ceci, L Mazliak Statistical inference for stochastic processes 7 (3), 305-325, 2004 | 23 | 2004 |
| Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions B Bassan, C Ceci Stochastics: An International Journal of Probability and Stochastic …, 2002 | 23 | 2002 |
| Nonlinear filtering equation of a jump process with counting observations C Ceci, A Gerardi Acta Applicandae Mathematica 66, 139-154, 2001 | 23 | 2001 |
| Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem C Ceci, A Gerardi Stochastic processes and their applications 78 (2), 245-260, 1998 | 23 | 1998 |
| Pricing for geometric marked point processes under partial information: entropy approach C Ceci, A Gerardi International Journal of Theoretical and Applied Finance 12 (02), 179-207, 2009 | 22 | 2009 |
| Unit-linked life insurance policies: Optimal hedging in partially observable market models C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 76, 149-163, 2017 | 20 | 2017 |
| A benchmark approach to risk-minimization under partial information C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 55, 129-146, 2014 | 20 | 2014 |
| Utility maximization with intermediate consumption under restricted information for jump market models C Ceci International Journal of Theoretical and Applied Finance 15 (06), 1250040, 2012 | 20 | 2012 |
| Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 60, 47-60, 2015 | 19 | 2015 |
| Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes B Bassan, C Ceci Stochastics: An International Journal of Probability and Stochastic …, 2002 | 19 | 2002 |
Alessandra CretarolaProfessore associato SECS-S/06, Università degli Studi di PerugiaEmail verificata su unipg.it
