Marina Santacroce

According to our database, Marina Santacroce authored at least 6 papers between 2003 and 2018.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2018

Exponential models by Orlicz spaces and applications.

Marina Santacroce, Paola Siri, Barbara Trivellato

J. Appl. Probab., 2018

An Application of Maximal Exponential Models to Duality Theory.

Marina Santacroce, Paola Siri, Barbara Trivellato

Entropy, 2018

2017

On Mixture and Exponential Connection by Open Arcs.

Marina Santacroce, Paola Siri, Barbara Trivellato

Proceedings of the Geometric Science of Information - Third International Conference, 2017

2014

Forward Backward Semimartingale Systems for Utility Maximization.

Marina Santacroce, Barbara Trivellato

SIAM J. Control. Optim., 2014

2010

Exponential utility maximization under partial information.

Michael Mania, Marina Santacroce

Finance Stochastics, 2010

2003

A semimartingale BSDE related to the minimal entropy martingale measure.

Michael Mania, Marina Santacroce, Revaz Tevzadze

Finance Stochastics, 2003