Giovanni B. Di Masi - Concepedia

Author

Giovanni B. Di Masi

University of Padua

Also Known As

Di Masi, G. B:, G. B. Di Masi, G.B. Di Masi, G.B. Di masi, G.B.Di Masi, Giovanni B. Di Masi, Masi, Giovanni

Publications

878

Citations

H-Index

Concepts

All Affiliations

University of Padua Institute of Mathematics Polish Academy of Sciences

About

Giovanni B. Di Masi is an author at University of Padua specializing in engineering, probability theory, and systems engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	12	689
2	Business	2	2	228
3	Management	1	1	30
4	Natural Sciences	1	1	92
5	Finance	1	1	30

Giovanni B. Di Masi

Publications

738

Citations

H-Index

Page 1

	Year	Citations
Mean-Variance Hedging of Options on Stocks with Markov Volatilities Giovanni B. Di Masi, Yu. M. Kabanov, Wolfgang J. Runggaldier Theory of Probability and Its Applications Volatility ModelingOption PricingMultivariate Stochastic VolatilityAsset PricingEngineering	1995	198
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon Giovanni B. Di Masi SIAM Journal on Control and Optimization Bellman EquationEngineeringStochastic ProcessesRisk-sensitive ControlStochastic System	1999	153
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property Giovanni B. Di Masi, Łukasz Stettner SIAM Journal on Control and Optimization Mathematical ProgrammingMinorization PropertyEngineeringStochastic OptimizationRisk Sensitive Control	2007	92
Infinite horizon risk sensitive control of discrete time Markov processes with small risk Giovanni B. Di Masi, Łukasz Stettner Systems & Control Letters Stochastic Hybrid SystemDiscrete Time MarkovEngineeringStochastic SystemRisk Management	2000	66
Continuous-time approximations for the nonlinear filtering problem Giovanni B. Di Masi, Wolfgang J. Runggaldier Applied Mathematics & Optimization EngineeringNonlinear FilteringFiltering TechniqueApproximation MethodInverse Problems	1981	40
On measure transformations for combined filtering and parameter estimation in discrete time Giovanni B. Di Masi, Wolfgang J. Runggaldier Systems & Control Letters State EstimationStatistical Signal ProcessingMeasure TransformationsEngineeringFiltering Technique	1982	39
Portfolio Optimization in Discontinuous Markets under Incomplete Information Giorgia Callegaro, Giovanni B. Di Masi, Wolfgang J. Runggaldier Asia-Pacific Financial Markets Mathematical ProgrammingPortfolio OptimizationComputational FinanceAsset PricingManagement	2006	30
Ergodicity of hidden Markov models Giovanni B. Di Masi, Łukasz Stettner Mathematics of Control Signals and Systems EngineeringEntropyHidden Markov ModelMarkov KernelStochastic Dynamical System	2005	25
Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon Giovanni B. Di Masi Stochastics and stochastics reports Mathematical ProgrammingDiscrete Time MarkovStochastic Hybrid SystemEngineeringSensitive Control	1999	20
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

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