The following pages link to Maurizio Pratelli (Q1216098):
Displaying 14 items.
- (Q429292) (redirect page) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Deux inégalités concernant les opérateurs de Burkholder sur les martingales (Q1216099) (← links)
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- On the use of measure-valued strategies in bond markets (Q1887264) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- A minimax theorem without compactness hypothesis (Q2504841) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Mean-Variance Hedging for Stochastic Volatility Models (Q2707137) (← links)
- A Remark on the 1/H-Variation of the Fractional Brownian Motion (Q3086799) (← links)
- (Q3125361) (← links)
- Local risk minimization and numéraire (Q4954243) (← links)
