Barbara Trivellato

According to our database, Barbara Trivellato authored at least 9 papers between 1999 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc.

Paola Siri, Barbara Trivellato

Proceedings of the Geometric Science of Information - 4th International Conference, 2019

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

2013

Deformed Exponentials and Applications to Finance.

Barbara Trivellato

Entropy, 2013

2009

Replication and shortfall risk in a binomial model with transaction costs.

Barbara Trivellato

Math. Methods Oper. Res., 2009

2000

Pathwise Optimality in Stochastic Control.

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato

SIAM J. Control. Optim., 2000

1999

Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon.

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato

Ann. Oper. Res., 1999