Paola Tardelli

Available identifiers

zbMath Open tardelli.paolaMaRDI QIDQ424342

List of research outcomes

Publication	Date of Publication	Type
Limit theorems for an extended inverse Hawkes process with general exciting functions	2023-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q5060552	2023-01-10	Paper
Infinite-server systems with Hawkes arrivals and Hawkes services	2022-09-01	Paper
Probabilistic prediction of credit ratings: a filtering approach	2022-06-30	Paper
Credit risk in an economy with new firms arrivals	2018-03-28	Paper
Markov chain model with catastrophe to determine mean time to default of credit risky assets	2018-02-15	Paper
RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR	2017-09-19	Paper
Partially informed investors: hedging in an incomplete market with default	2015-10-30	Paper
https://portal.mardi4nfdi.de/entity/Q4979948	2014-06-20	Paper
Minimal martingale measure: pricing and hedging in a pure jump model under restricted information	2012-05-31	Paper
UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION	2011-04-13	Paper
Stochastic control methods: Hedging in a market described by pure jump processes	2010-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q3568974	2010-06-16	Paper
RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS	2010-03-22	Paper
Controlled Heterogeneous Collection: The Role of Occupation Numbers	2008-11-13	Paper
A partially observed ultra-high-frequency data model: risk-minimizing hedging	2007-12-03	Paper
Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes	2007-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q3422354	2007-02-13	Paper
Filtering on a partially observed ultra-high-frequency data model	2006-09-04	Paper
Heterogeneous population dynamical model: a filtering problem	2005-10-18	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
An approximation method for controlled discrete jump processes under partial observations	2002-07-21	Paper
https://portal.mardi4nfdi.de/entity/Q4374768	1999-09-15	Paper
Polynomial Approximation for a Class of Physical Random Variables	1994-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q4203418	1993-09-13	Paper

Research outcomes over time

Doctoral students

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