A semimartingale BSDE related to the minimal entropy martingale measure. - Michael Mania; Marina Santacroce; Revaz Tevzadze (Finance Stochastics, 2003)

Exponential utility maximization under partial information. - Michael Mania; Marina Santacroce (Finance Stochastics, 2010)

Forward Backward Semimartingale Systems for Utility Maximization. - Marina Santacroce; Barbara Trivellato (SIAM J. Control. Optim., 2014)

On Mixture and Exponential Connection by Open Arcs. - Marina Santacroce; Paola Siri; Barbara Trivellato (GSI, 2017)

An Application of Maximal Exponential Models to Duality Theory. - Marina Santacroce; Paola Siri; Barbara Trivellato (Entropy, 2018)

Exponential models by Orlicz spaces and applications. - Marina Santacroce; Paola Siri; Barbara Trivellato (J. Appl. Probab., 2018)