M. 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
Some mathematical problems associated with portfolio optimization	2010-03-05	Paper
Generalizations of Merton's mutual fund theorem in infinite-dimensional financial models	2008-07-01	Paper
On a Lemma by Ansel and Stricker	2007-10-31	Paper
Stochastic integration with respect to a sequence of semimartingales	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

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