GUASONI, PAOLO

GUASONI, PAOLO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di Ia fascia  

Mostra records
Risultati 1 - 20 di 65 (tempo di esecuzione: 0.024 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Abstract, classic, and explicit turnpikes Guasoni P; Kardaras C; Robertson S; Xing H 2014-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
Asset prices in segmented and integrated markets Guasoni P; Wong KC 2020-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
Asymmetric information in fads models Guasoni P 2006-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
Consistent price systems and face-lifting pricing under transaction costs Guasoni P; Rasonyi M; Schachermayer W 2008-01-01 THE ANNALS OF APPLIED PROBABILITY - 1.01 Articolo in rivista -
Consumption and investment with interest rate risk Guasoni P; Wang G 2019-01-01 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS - 1.01 Articolo in rivista -
Consumption in incomplete markets Guasoni P; Wang G 2020-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
Consumption, investment and healthcare with aging Guasoni P; Huang YJ 2019-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
DYNAMIC TRADING VOLUME Guasoni P; Weber M 2017-01-01 MATHEMATICAL FINANCE - 1.01 Articolo in rivista -
Estimating State Price Densities by Hermite Polynomials: Theory and Application to Italian Derivatives Market Guasoni P 2004-01-01 - - 4.01 Contributo in Atti di convegno -
Excursions in the Martingale Hypothesis Guasoni P 2004-01-01 - World Scientific Publishing Co. 4.01 Contributo in Atti di convegno -
Fragility of arbitrage and bubbles in local martingale diffusion models Guasoni P; Rasonyi M 2015-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
Hedge and mutual funds' fees and the separation of private investments Guasoni P; Wang G 2015-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista -
HEDGING, ARBITRAGE AND OPTIMALITY WITH SUPERLINEAR FRICTIONS Guasoni P; Rasonyi M 2015-01-01 THE ANNALS OF APPLIED PROBABILITY - 1.01 Articolo in rivista -
High-frequency trading with fractional Brownian motion Guasoni P; Mishura Y; Rasonyi M 2021-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista 2020_FS_3.pdf
Importance Sampling with Basket Options Guasoni P; Robertson S 2007-01-01 WILMOTT - 1.01 Articolo in rivista -
Informational efficiency and welfare Bernardinelli L.; Guasoni P.; Mayerhofer E. 2022-01-01 MATHEMATICS AND FINANCIAL ECONOMICS - 1.01 Articolo in rivista 2022_MAFE.pdf
INVESTING WITH LIQUID AND ILLIQUID ASSETS Bichuch M; Guasoni P 2018-01-01 MATHEMATICAL FINANCE - 1.01 Articolo in rivista -
Leveraged funds: robust replication and performance evaluation Guasoni P.; Mayerhofer E. 2023-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista QF_2023.pdf
Lightning Network Economics: Channels Guasoni, P; Huberman, G; Shikhelman, C 9999-01-01 MANAGEMENT SCIENCE - 1.01 Articolo in rivista -
Liquidation with Nonlinear Float-Dependent Price Impact Guasoni P; Sanjari A 2019-01-01 HIGH FREQUENCY - 1.01 Articolo in rivista -