Concepedia

Marina Santacroce

MS

6

Publications

198

Citations

6

H-Index

2003

Active since

Affiliations

Polytechnic University of Turin(Current)

Georgian American University

Marina Santacroce is an author at Polytechnic University of Turin specializing in engineering, probability theory, and financial engineering.

Top concepts

EngineeringProbabilityFinancial EngineeringStochastic OptimizationEntropyFinanceBusinessEconomicsAsset PricingStochastic Analysis

Publications per year

2003–2014

6

Publications

6

Backward Stochastic Differential Equations Driven By Càdlàg Martingales

Raffaella Carbone, Benedetta Ferrario, Marina Santacroce · Theory of Probability and Its Applications · 2008 · 65 citations

Càdlàg Martingale, Engineering, Càdlàg Martingales +11

A semimartingale BSDE related to the minimal entropy martingale measure

Michael Mania, Marina Santacroce, Revaz Tevzadze · Finance and Stochastics · 2003 · 46 citations

Engineering, Entropy, Integrable Probability +6

Exponential utility maximization under partial information

Michael Mania, Marina Santacroce · Finance and Stochastics · 2009 · 43 citations

Mathematical Programming, Engineering, Stochastic Optimization +4

On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure

Marina Santacroce · Stochastic Analysis and Applications · 2005 · 19 citations

Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales

Monique Jeanblanc, Michael Mania, Marina Santacroce et al. · SSRN Electronic Journal · 2011 · 13 citations · Full text

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