| On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization P Di Tella Stochastic Processes and their Applications 130 (2), 760-784, 2020 | 12 | 2020 |
| Martingale representation in the enlargement of the filtration generated by a point process P Di Tella, M Jeanblanc Stochastic Processes and their Applications 131, 103-121, 2021 | 11 | 2021 |
| The chaotic representation property of compensated-covariation stable families of martingales P Di Tella, HJ Engelbert | 11 | 2016 |
| The predictable representation property of compensated-covariation stable families of martingales P Di Tella, HJ Engelbert Теория вероятностей и ее применения 60 (1), 99-130, 2015 | 9 | 2015 |
| On the predictable representation property of martingales associated with Lévy processes P Di Tella, HJ Engelbert Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 8 | 2015 |
| Stochastic Schrödinger equations and memory A Barchielli, P Di Tella, C Pellegrini, F Petruccione Quantum probability and related topics, 52-67, 2011 | 8 | 2011 |
| Progressively enlargement of filtrations and control problems for step processes E Bandini, F Confortola, P Di Tella arXiv preprint arXiv:2112.12884, 2021 | 7 | 2021 |
| Martingale representation in progressively enlarged Lévy filtrations P Di Tella, HJ Engelbert Stochastics 94 (2), 311-333, 2022 | 6 | 2022 |
| On the propagation of the weak representation property in independently enlarged filtrations: The general case P Di Tella Journal of Theoretical Probability 35 (4), 2194-2216, 2022 | 3 | 2022 |
| Semistatic and sparse variance‐optimal hedging P Di Tella, M Haubold, M Keller‐Ressel Mathematical Finance 30 (2), 403-425, 2020 | 3 | 2020 |
| Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation P Di Tella, M Haubold, M Keller-Ressel Journal of Applied Probability 56 (3), 787-809, 2019 | 3 | 2019 |
| Product and moment formulas for iterated stochastic integrals (associated with Lévy processes) P Di Tella, C Geiss Stochastics 92 (6), 969-1004, 2020 | 2 | 2020 |
| On the compensator of step processes in progressively en-larged filtrations and related control problems E Bandini, F Confortola, P Di Tella ALEA 21 (1), 95-120, 2024 | 1 | 2024 |
| Product formulas for multiple stochastic integrals associated with L\'evy processes P Di Tella, C Geiss, A Steinicke arXiv preprint arXiv:2309.11150, 2023 | | 2023 |
| On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes A Behme, P Di Tella, A Sideris arXiv preprint arXiv:2207.11093, 2022 | | 2022 |
| BSDEs and log-utility maximization for Lévy processes P Di Tella, HJ Engelbert Modern Stochastics: Theory and Applications 6 (4), 479-494, 2019 | | 2019 |
| The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales PD Tella, HJ Engelbert Theory of Probability & Its Applications 60 (1), 19-44, 2016 | | 2016 |
