4. Mathematics
  5. Probability

Sara Biagini

Mathematics – Probability

Scientist

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A unified framework for utility maximization problems: An Orlicz space approach

Mathematics – Probability
Scientific paper

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Admissible Strategies in Semimartingale Portfolio Selection

Economy – Quantitative Finance – Computational Finance
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Indifference price with general semimartingales

Economy – Quantitative Finance – Pricing of Securities
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On the super replication price of unbounded claims

Mathematics – Probability
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Profile ID: LFWR-SCP-P-140934

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