Paolo Di Tella

Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation

Paolo Di Tella, Martin Haubold, Martin Keller-Ressel, 2017, J. Appl. Probab..

Semistatic and sparse variance‐optimal hedging

Paolo Di Tella, Martin Haubold, Martin Keller-Ressel, 2017, Mathematical Finance.

Progressively Enlargement of Filtrations and Control Problems for Step Processes

Fulvia Confortola, Paolo Di Tella, Elena Bandini, 2021 .

Martingale representation in the enlargement of the filtration generated by a point process

Monique Jeanblanc, Paolo Di Tella, 2021, Stochastic Processes and their Applications.