Claudia Ceci

Claudia Ceci

Università degli Studi Gabriele d'Annunzio Chieti e Pescara - Chieti / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1756155
University of Chieti-Pescara
person_outline Claudia Ceci's MOST POPULAR ARTICLES
1-) Nonlinear filtering for jump diffusion observationsC Ceci, K ColaneriAdvances in Applied Probability 44 (3), 678-701, 2012502012
2-) The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniquenessC Ceci, K ColaneriApplied Mathematics & Optimization 69 (1), 47-82, 2014522014
3-) A model for high frequency data under partial information: a filtering approachC Ceci, A GerardiInternational Journal of Theoretical and Applied Finance 9 (04), 555-576, 2006522006
4-) BSDEs under partial information and financial applicationsC Ceci, A Cretarola, F RussoStochastic Processes and their Applications 124 (8), 2628-2653, 2014462014
5-) Risk minimizing hedging for a partially observed high frequency data modelC CeciStochastics: An International Journal of Probability and Stochastics …, 2006422006