Barbara Trivellato

Publication Activity (10 Years)

Years Active: 1999-2019
Publications (10 Years): 4

Top Topics

Utility Maximization

Model Selection

Top Venues

J. Appl. Probab.

SIAM J. Control. Optim.

Publications

Paola Siri, Barbara Trivellato
Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc. GSI (2019)
Marina Santacroce, Paola Siri, Barbara Trivellato
An Application of Maximal Exponential Models to Duality Theory. Entropy 20 (7) (2018)
Marina Santacroce, Paola Siri, Barbara Trivellato
Exponential models by Orlicz spaces and applications. J. Appl. Probab. 55 (3) (2018)
Marina Santacroce, Paola Siri, Barbara Trivellato
On Mixture and Exponential Connection by Open Arcs. GSI (2017)
Marina Santacroce, Barbara Trivellato
Forward Backward Semimartingale Systems for Utility Maximization. SIAM J. Control. Optim. 52 (6) (2014)
Barbara Trivellato
Deformed Exponentials and Applications to Finance. Entropy 15 (9) (2013)
Barbara Trivellato
Replication and shortfall risk in a binomial model with transaction costs. Math. Methods Oper. Res. 69 (1) (2009)
Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato
Pathwise Optimality in Stochastic Control. SIAM J. Control. Optim. 39 (5) (2000)
Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato
Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon. Ann. Oper. Res. 88 (1999)