KATIA COLANERI

Associate Professor

University of Rome Tor Vergata

Italy

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Articles (9)

Year:

2022

Year:

2021

Year:

2021

Year:

2021

Year:

2021

Year:

2021

Year:

2020

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2020

Year:

2020

Collaborators (6)

Stefano Herzel

Professor

Università degli Studi di Roma Tor Vergata Facoltà di Economia

ITALY

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Alessandra CRETAROLA

Professore Associato

Università degli Studi di Napoli Federico II

ITALY

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Ruediger Frey

Professor

WU Vienna University of Economics and Business

AUSTRIA

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Zehra Eksi

WU Vienna University of Economics and Business

AUSTRIA

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Tiziano De Angelis

Associate Professor

Università degli Studi di Torino

ITALY

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Claudia Ceci

Full Professor of Probability

University of Chieti-Pescara

ITALY

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KATIA COLANERI

Research Interests

Explore related searches

Contact this professor

Articles (9)

A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading

Optimal Investment and Proportional Reinsurance in a Regime-Switching Market Model under Forward Preferences

Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds

Implicit incentives for fund managers with partial information

Optimal convergence trading with unobservable pricing errors

The value of knowing the market price of risk

Indifference pricing of pure endowments via BSDEs under partial information

Optimal liquidation under partial information with price impact

Value adjustments and dynamic hedging of reinsurance counterparty risk'

Collaborators (6)

Stefano Herzel

Alessandra CRETAROLA

Ruediger Frey

Zehra Eksi

Tiziano De Angelis

Claudia Ceci

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