Barbara Trivellato - Concepedia

Author

Barbara Trivellato

Also Known As

B. Trivellato, BARBARA TRIVELLATO, Barbara Trivellato, MORETTO, ENRICO, Trivellato, Barbara

Publications

232

Citations

H-Index

Concepts

All Affiliations

Barbara Trivellato is an author at Polytechnic University of Turin specializing in probability theory, asset pricing, and business.

#	Concept	H-Index	Publications	Citations
1	Business	3	3	77
2	Asset Pricing	3	3	77
3	Engineering	2	2	44
4	Economics	2	2	63
5	Finance	2	2	63

Barbara Trivellato

Publications

140

Citations

H-Index

Page 1

	Year	Citations
Deformed Exponentials and Applications to Finance Barbara Trivellato Entropy EconophysicsEconomicsBlack-scholes ModelFinancial EconomicsAsset Pricing	2013	51
THE MINIMAL κ-ENTROPY MARTINGALE MEASURE Barbara Trivellato International Journal of Theoretical and Applied Finance Measure TheoryEngineeringGibbs MeasureEntropyEntropy Production	2012	32
Pathwise Optimality in Stochastic Control Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato SIAM Journal on Control and Optimization Infinite Time HorizonPathwise OptimalityStochastic SystemStochastic Dynamical SystemStochastic Control	2000	19
A non-Gaussian option pricing model based on Kaniadakis exponential deformation Enrico Moretto, Sara Pasquali, Barbara Trivellato The European Physical Journal B Option PricingComputational FinanceAsset PricingKaniadakis Exponential DeformationDerivative Pricing	2017	14
Forward Backward Semimartingale Systems for Utility Maximization Marina Santacroce, Barbara Trivellato SIAM Journal on Control and Optimization EconomicsUtility MaximizationAsset PricingTerminal Random LiabilityStochastic Optimization	2014	12
Option pricing under deformed Gaussian distributions Enrico Moretto, Sara Pasquali, Barbara Trivellato Physica A Statistical Mechanics and its Applications Option PricingEngineeringEntropyGaussian ProcessProbability Theory	2015	12

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