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Katia Colaneri

Identifiers

  • name variant Katia Colaneri 0.60 · backfill

Papers (10)

  1. Carbon-Sensitive Fund Construction and Hedging for Green Unit-Linked Life Insurance q-fin.RM · 2025 · author #1
  2. Portfolio optimization for a large investor controlling market sentiment under partial information q-fin.MF · 2017 · author #2
  3. Pairs Trading under Drift Uncertainty and Risk Penalization q-fin.PM · 2017 · author #2
  4. Unit-linked life insurance policies: optimal hedging in partially observable market models q-fin.MF · 2016 · author #2
  5. Optimal Liquidation under Partial Information with Price Impact q-fin.MF · 2016 · author #1
  6. The F\"ollmer-Schweizer decomposition under incomplete information math.PR · 2015 · author #2
  7. Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization q-fin.PM · 2014 · author #2
  8. Local risk-minimization under restricted information to asset prices math.PR · 2013 · author #2
  9. A Benchmark Approach to Risk-Minimization under Partial Information q-fin.PM · 2013 · author #2
  10. The Zakai equation of nonlinear filtering for jump-diffusion observation: existence and uniqueness math.PR · 2012 · author #2

Mentions

  • 1406.6902 #2 · backfill · confidence 0.70 Katia Colaneri
  • 1312.4385 #2 · backfill · confidence 0.70 Katia Colaneri
  • 1307.6036 #2 · backfill · confidence 0.70 Katia Colaneri
  • 2509.05676 #1 · arxiv_oai · confidence 0.70 Katia Colaneri
  • 1210.4279 #2 · backfill · confidence 0.70 Katia Colaneri

Frequent Coauthors