Ceci, Claudia Utility maximization with intermediate consumption under restricted information for jump market models. (English) Zbl 1262.91066 Int. J. Theor. Appl. Finance 15, No. 6, Article ID 1250040, 34 p. (2012). MSC: 91B25 PDFBibTeX XMLCite \textit{C. Ceci}, Int. J. Theor. Appl. Finance 15, No. 6, Article ID 1250040, 34 p. (2012; Zbl 1262.91066) Full Text: DOI
Ceci, Claudia; Gerardi, Anna Pricing for geometric marked point processes under partial information: entropy approach. (English) Zbl 1185.91172 Int. J. Theor. Appl. Finance 12, No. 2, 179-207 (2009). Reviewer: George Stoica (Saint John) MSC: 91G20 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Int. J. Theor. Appl. Finance 12, No. 2, 179--207 (2009; Zbl 1185.91172) Full Text: DOI