Edit Profile (opens in new tab) Prosdocimi, Cecilia Co-Author Distance Author ID: prosdocimi.cecilia Published as: Prosdocimi, Cecilia Documents Indexed: 6 Publications since 2007 Co-Authors: 9 Co-Authors with 6 Joint Publications 309 Co-Co-Authors all top 5 Co-Authors 0 single-authored 2 Biffis, Enrico 1 Finesso, Lorenzo 1 Frey, Rüdiger 1 Gerencsér, László 1 Goldys, Beniamin 1 Gozzi, Fausto 1 Leisen, Fabrizio 1 Runggaldier, Wolfgang J. 1 Zanella, Margherita Serials 1 SIAM Journal on Control and Optimization 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 Mathematics and Financial Economics all top 5 Fields 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Ordinary differential equations (34-XX) 2 Probability theory and stochastic processes (60-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 15 times in 15 Documents Cited by ▼ Year ▼ Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031 Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia 10 2020 Affine credit risk models under incomplete information. Zbl 1211.91244 Frey, Rüdiger; Prosdocimi, Cecilia; Runggaldier, Wolfgang J. 3 2007 Countable partially exchangeable mixtures. Zbl 1342.60050 Prosdocimi, Cecilia; Finesso, Lorenzo 1 2016 Input-output properties of the Page-Hinkley detector. Zbl 1222.93208 Gerencsér, László; Prosdocimi, Cecilia 1 2011 Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031 Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia 10 2020 Countable partially exchangeable mixtures. Zbl 1342.60050 Prosdocimi, Cecilia; Finesso, Lorenzo 1 2016 Input-output properties of the Page-Hinkley detector. Zbl 1222.93208 Gerencsér, László; Prosdocimi, Cecilia 1 2011 Affine credit risk models under incomplete information. Zbl 1211.91244 Frey, Rüdiger; Prosdocimi, Cecilia; Runggaldier, Wolfgang J. 3 2007 all cited Publications top 5 cited Publications all top 5 Cited by 37 Authors 5 Gozzi, Fausto 3 Zanella, Margherita 2 Biffis, Enrico 2 Wong, Hoi Ying 2 Yan, Tingjin 1 Baltas, Ioannis D. 1 Barucci, Emilio 1 Biagini, Sara 1 Calvia, Alessandro 1 Calzolari, Antonella 1 Cappa, Gianluca 1 Chiu, Mei Choi 1 Cosso, Andrea 1 Da Fonseca, José 1 Djehiche, Boualem 1 Dopierala, L. 1 Florchinger, Patrick 1 Frey, Rüdiger 1 Goldys, Beniamin 1 Kharroubi, Idris 1 Kołodziejczyk, Krzysztof 1 Köstler, Claus 1 Krishnan, Arundhathi 1 Leocata, Marta 1 Malevergne, Yannick 1 Marazzina, Daniele 1 Nappo, Giovanna 1 Pham, Huyên 1 Priola, Enrico 1 Prosdocimi, Cecilia 1 Rosestolato, Mauro 1 Runggaldier, Wolfgang J. 1 Szczepanski, Marek 1 Weber, Gerhard-Wilhelm 1 Wills, Stephen J. 1 Yannacopoulos, Athanasios N. 1 Zanco, Giovanni all top 5 Cited in 14 Serials 2 European Journal of Operational Research 1 Automatica 1 Journal of Functional Analysis 1 Journal of Optimization Theory and Applications 1 SIAM Journal on Control and Optimization 1 Journal of Economic Dynamics & Control 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 International Journal of Robust and Nonlinear Control 1 Finance and Stochastics 1 International Journal of Applied Mathematics and Computer Science 1 Quantitative Finance 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics all top 5 Cited in 10 Fields 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Systems theory; control (93-XX) 5 Ordinary differential equations (34-XX) 3 Partial differential equations (35-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 1 Group theory and generalizations (20-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Citations by Year