PRATELLI, MAURIZIO Statistiche
PRATELLI, MAURIZIO
DIPARTIMENTO DI MATEMATICA
Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
2016-01-01 Musta, Eni; Pratelli, Maurizio; Trevisan, Dario
Functions of Bounded Variation on the classical Wiener space and an extended Ocone-Karatzas formula.
2012-01-01 Pratelli, Maurizio; Trevisan, Dario
A remark on the 1/H-variation of the Fractional Brownian motion
2011-01-01 Pratelli, Maurizio
Generalizations of Merton's Mutual Fund Theorem in Infinite-dimensional Financial Models
2007-01-01 Pratelli, Maurizio
On a Lemma by Ansel and Stricker
2007-01-01 Pratelli, Maurizio; DE DONNO, M.
Stochastic integration with respect to a sequence of semimartingales
2006-01-01 DE DONNO, M; Pratelli, Maurizio
A Minimax Theorem without Compactness Hypothesis
2005-01-01 Pratelli, Maurizio
A Theory of Stochastic Integration for Bond Markets
2005-01-01 DE DONNO, M.; Pratelli, Maurizio
Super-replication and utility maximization in large financial markets
2005-01-01 DE DONNO, M.; Guasoni, P.; Pratelli, Maurizio
Alcuni problemi matematici legati alla gestione ottima di un portafoglio
2004-01-01 Pratelli, Maurizio
On the use of measure-valued strategies in bond markets
2004-01-01 DE DONNO, M.; Pratelli, Maurizio
Optimal stopping and American Options with discrete dividens and exogenous risk
2004-01-01 Battauz, A.; Pratelli, Maurizio
Presentation unifiee de certaines inegalites de la theorie des martingales
2002-01-01 Lenglart, E.; Lepingle, D.; Pratelli, Maurizio
Mean-variance hedging for Stochastic Volatility models
2000-01-01 Biagini, F.; Guasoni, P.; Pratelli, Maurizio
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
1999-01-01 Pratelli, Maurizio
Local Risk-Minimization and numeraire
1999-01-01 Biagini, F.; Pratelli, Maurizio
Functional convergence of Snell envelopes: applications to American Options approximations
1998-01-01 Mulinacci, S.; Pratelli, Maurizio
Probabilità equivalenti dotate della proprietà di martingala.
1996-01-01 Pratelli, Maurizio
Quelques resultats de calcul stochastique et leur application aux marches financieres.
1996-01-01 Pratelli, Maurizio
Integration stochastique et geometrie des espaces de Banach.
1988-01-01 Pratelli, Maurizio