| Insider information and its relation with the arbitrage condition and the utility maximization problem B D'Auria, JA Salmeron Mathematical Biosciences and Engineering 17 (2), 998-1019, 2020 | 10 | 2020 |
| Valuing the anticipative information on the stochastic short interest rates B D'Auria, JA Salmerón arXiv preprint arXiv:1711.03642, 2017 | 3 | 2017 |
| Anticipative information in a Brownian− Poisson market B D’Auria, JA Salmeron Annals of Operations Research, 1-26, 2022 | 2* | 2022 |
| An anticipative Markov modulated market B D'Auria, JA Salmerón arXiv preprint arXiv:2202.03529, 2022 | 2 | 2022 |
| A short note on" Anticipative Portfolio Optimization" B D'Auria, JA Salmerón arXiv preprint arXiv:1809.09001, 2018 | 2 | 2018 |
| A note on Insider information and its relation with the arbitrage condition and the utility maximization problem B D’Auria, JA Salmerón Mathematical Biosciences and Engineering 20 (5), 8305-8307, 2023 | | 2023 |
| Before and after default: information and optimal portfolio via anticipating calculus JA Salmerón, G Di Nunno, B D'Auria arXiv preprint arXiv:2208.07163, 2022 | | 2022 |
| Privileged information on financial assets via enlargement of filtrations JA Salmerón Garrido https://arxiv. org/abs/1711.03642 v4, 2022 | | 2022 |
Bernardo D'AuriaUniversità di PadovaEmail verificata su unipd.it
