Marina Santacroce
Author
Alternate names Marina Santacroce, M. Santacroce
Institution Università Cattolica del Sacro Cuore
Past institutions Università Cattolica del Sacro Cuore, Polytechnic University of Turin, Georgian American University, ETH Zurich, Université d'Évry Val-d'Essonne +5 more
ORCID: Yes
H-index: 9
I10-index: 8
Works count: 28
Citations count: 366
Mean-variance hedging via stochastic control and BSDEs for general semimartingales
2012 · Monique Jeanblanc, Michael Mania, et al. · The Annals of Applied Probability
Backward Stochastic Differential Equations Driven By Càdlàg Martingales
2008 · Raffaella Carbone, Benedetta Ferrario, et al. · Theory of Probability and Its Applications
A semimartingale BSDE related to the minimal entropy martingale measure
2003 · Michael Mania, Marina Santacroce, et al. · Finance and Stochastics