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Risultati 1 - 20 di 34 (tempo di esecuzione: 0.042 secondi).
Titolo Data di pubblicazione Autore(i) File
Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes 1-gen-2016 Musta, Eni; Pratelli, Maurizio; Trevisan, Dario
Functions of Bounded Variation on the classical Wiener space and an extended Ocone-Karatzas formula. 1-gen-2012 Pratelli, Maurizio; Trevisan, Dario
A remark on the 1/H-variation of the Fractional Brownian motion 1-gen-2011 Pratelli, Maurizio
Generalizations of Merton's Mutual Fund Theorem in Infinite-dimensional Financial Models 1-gen-2007 Pratelli, Maurizio
On a Lemma by Ansel and Stricker 1-gen-2007 Pratelli, Maurizio; DE DONNO, M.
Stochastic integration with respect to a sequence of semimartingales 1-gen-2006 DE DONNO, M; Pratelli, Maurizio
A Minimax Theorem without Compactness Hypothesis 1-gen-2005 Pratelli, Maurizio
A Theory of Stochastic Integration for Bond Markets 1-gen-2005 DE DONNO, M.; Pratelli, Maurizio
Super-replication and utility maximization in large financial markets 1-gen-2005 DE DONNO, M.; Guasoni, P.; Pratelli, Maurizio
Alcuni problemi matematici legati alla gestione ottima di un portafoglio 1-gen-2004 Pratelli, Maurizio
On the use of measure-valued strategies in bond markets 1-gen-2004 DE DONNO, M.; Pratelli, Maurizio
Optimal stopping and American Options with discrete dividens and exogenous risk 1-gen-2004 Battauz, A.; Pratelli, Maurizio
Presentation unifiee de certaines inegalites de la theorie des martingales 1-gen-2002 Lenglart, E.; Lepingle, D.; Pratelli, Maurizio
Mean-variance hedging for Stochastic Volatility models 1-gen-2000 Biagini, F.; Guasoni, P.; Pratelli, Maurizio
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales 1-gen-1999 Pratelli, Maurizio
Local Risk-Minimization and numeraire 1-gen-1999 Biagini, F.; Pratelli, Maurizio
Functional convergence of Snell envelopes: applications to American Options approximations 1-gen-1998 Mulinacci, S.; Pratelli, Maurizio
Probabilità equivalenti dotate della proprietà di martingala. 1-gen-1996 Pratelli, Maurizio
Quelques resultats de calcul stochastique et leur application aux marches financieres. 1-gen-1996 Pratelli, Maurizio
Integration stochastique et geometrie des espaces de Banach. 1-gen-1988 Pratelli, Maurizio