Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra The Föllmer-Schweizer decomposition under incomplete information. (English) Zbl 1394.60055 Stochastics 89, No. 8, 1166-1200 (2017). MSC: 60H05 60G35 60J75 PDFBibTeX XMLCite \textit{C. Ceci} et al., Stochastics 89, No. 8, 1166--1200 (2017; Zbl 1394.60055) Full Text: DOI arXiv
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Unit-linked life insurance policies: optimal hedging in partially observable market models. (English) Zbl 1395.91247 Insur. Math. Econ. 76, 149-163 (2017). MSC: 91B30 60G35 60G48 91G20 PDFBibTeX XMLCite \textit{C. Ceci} et al., Insur. Math. Econ. 76, 149--163 (2017; Zbl 1395.91247) Full Text: DOI arXiv