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Alessandra Cretarola

2 papers here

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fields
  • math.PR1
  • q-fin.PR1
ORCID 0000-0003-1324-9342

identity via Semantic Scholar / OpenAlex

most citedGKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization

18 citations · 35 across the 2 of their papers we have counts for

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1 paper · 1 filter

math.PR2012★ 18 cited

GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization

Claudia Ceci, Alessandra Cretarola, Francesco Russo

In this paper we provide Galtchouk-Kunita-Watanabe representation results in the case where there are restrictions on the available information. This allows to prove existence and…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.