Maurizio Pratelli

Available identifiers

zbMath Open pratelli.maurizioWikidataQ102309505 ScholiaQ102309505MaRDI QIDQ1216098

List of research outcomes

Publication	Date of Publication	Type
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes	2016-12-28	Paper
Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula	2012-06-19	Paper
A Remark on the 1/H-Variation of the Fractional Brownian Motion	2011-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q5188821	2010-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q3509356	2008-07-01	Paper
On a Lemma by Ansel and Stricker	2007-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q5294258	2007-07-24	Paper
A minimax theorem without compactness hypothesis	2006-09-28	Paper
A theory of stochastic integration for bond markets	2006-07-10	Paper
Super-replication and utility maximization in large financial markets	2005-12-07	Paper
Optimal stopping and American options with discrete dividends and exogenous risk	2005-01-13	Paper
On the use of measure-valued strategies in bond markets	2004-11-24	Paper
Local risk minimization and numéraire	2002-09-22	Paper
Mean-Variance Hedging for Stochastic Volatility Models	2001-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4938940	2001-02-05	Paper
Functional convergence of Snell envelopes: Applications to American options approximations	1999-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q3125361	1997-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q4896014	1997-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q3800822	1988-01-01	Paper
An approximation for the nonlinear filtering problem, with error bound†	1985-01-01	Paper
Martingale e geometria degli spazi di Banach	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4746595	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4746596	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3967992	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862797	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197135	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4107705	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4107706	1976-01-01	Paper
Deux inégalités concernant les opérateurs de Burkholder sur les martingales	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4072592	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4072593	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5180165	1974-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Maurizio Pratelli