Anna Gerardi

Available identifiers

zbMath Open gerardi.annaMaRDI QIDQ209160

List of research outcomes

Publication	Date of Publication	Type
Utility-based hedging and pricing with a nontraded asset for jump processes	2012-05-31	Paper
Utility indifference valuation for jump risky assets	2011-12-13	Paper
Wealth optimization and dual problems for jump stock dynamics with stochastic factor	2011-03-11	Paper
Stochastic control methods: Hedging in a market described by pure jump processes	2010-07-24	Paper
RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS	2010-03-22	Paper
PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH	2009-08-03	Paper
Controlled Heterogeneous Collection: The Role of Occupation Numbers	2008-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q5428763	2007-11-26	Paper
Modelling a multitype branching Brownian motion: Filtering of a measure-valued process	2006-09-12	Paper
Filtering on a partially observed ultra-high-frequency data model	2006-09-04	Paper
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH	2006-08-14	Paper
Heterogeneous population dynamical model: a filtering problem	2005-10-18	Paper
Multitype branching processes observing particles of a given type	2005-10-18	Paper
Controlled partially observed jump processes: dynamics dependent on the observed history.	2004-08-26	Paper
Finite state and discrete time approximation for filters.	2004-08-26	Paper
AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS	2003-03-16	Paper
JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION	2003-03-16	Paper
Existence of optimal controls for partially observed jump processes	2003-03-11	Paper
Conditional law of a branching process observing a subpopulation	2002-11-05	Paper
An approximation method for controlled discrete jump processes under partial observations	2002-07-21	Paper
Nonlinear filtering equation of a jump process with counting observations	2002-03-03	Paper
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population	2001-09-02	Paper
Filtering of a Markov jump process with counting observations	2001-06-13	Paper
Exchangeable mixture models for lifetimes: the role of ``occupation numbers.	2000-12-03	Paper
Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems	1999-11-18	Paper
Optimal control and filtering of the reproduction law of a branching process	1999-04-26	Paper
Filtering of a branching process given its split times	1998-04-23	Paper
Some Results about Stopping Timesof the Marked Tree Space	1998-01-29	Paper
Stochastic control methods in optimal design of life testing	1994-12-07	Paper
Optimality in Accelerated Life Tests	1993-03-01	Paper
A discrete non-linear Markov model for a population of interacting cells	1991-01-01	Paper
Law of Large Numbers for DNA Distribution in an Interacting Cell Population	1991-01-01	Paper
Martingale Approach for Modeling DNA Synthesis	1988-01-01	Paper
Association rates of diffusion-controlled reactions in two dimensions	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702253	1985-01-01	Paper
Simulation of diffusions with boundary conditions	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3313664	1984-01-01	Paper
On the convergence of sequences of stationary jump Markov processes	1983-01-01	Paper
Lateral diffusion and eigenvalue estimates	1983-01-01	Paper
A diffusion model for patch formation on cellular surfaces	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3881169	1976-01-01	Paper
A variational principle in statistical mechanics for particle systems with bounded pair interactions	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4089842	1975-01-01	Paper
Exact Solution of a Time-Dependent Quantal Harmonic Oscillator with a Singular Perturbation	1971-01-01	Paper

Research outcomes over time

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