Concepedia
Statistics
Publications
26
Citations
580
H-Index
16
Active since
1998
Affiliations
University of Chieti-Pescara(Current)
University of L'Aquila
University of Perugia
Sapienza University of Rome
University of Bari Aldo Moro
Claudia Ceci is an author at University of Chieti-Pescara specializing in stochastic processes, business, and finance.
Publications per year
1998–2024
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
Claudia Ceci, Anna Gerardi · International Journal of Theoretical and Applied Finance · 2006 · 43 citations
Business, Economics, Finance +16
Optimal proportional reinsurance and investment for stochastic factor models
Matteo Brachetta, Claudia Ceci · Insurance Mathematics and Economics · 2019 · 41 citations · Full text
Business, Finance, Risk Management +14
The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness
Claudia Ceci, Katia Colaneri · Applied Mathematics & Optimization · 2013 · 39 citations
Engineering, Mathematics, Physics +15
Nonlinear Filtering for Jump Diffusion Observations
Claudia Ceci, Katia Colaneri · Advances in Applied Probability · 2012 · 36 citations
Engineering, Mathematics, Probability Theory +15
BSDEs under partial information and financial applications
Claudia Ceci, Alessandra Cretarola, Francesco Russo · Stochastic Processes and their Applications · 2014 · 36 citations · Full text
Engineering, Economics, Finance +17
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