GUASONI, PAOLO
GUASONI, PAOLO
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di Ia fascia
Abstract, classic, and explicit turnpikes
2014 Guasoni P; Kardaras C; Robertson S; Xing H
Asset prices in segmented and integrated markets
2020 Guasoni P; Wong KC
Asymmetric information in fads models
2006 Guasoni P
Consistent price systems and face-lifting pricing under transaction costs
2008 Guasoni P; Rasonyi M; Schachermayer W
Consumption and investment with interest rate risk
2019 Guasoni P; Wang G
Consumption in incomplete markets
2020 Guasoni P; Wang G
Consumption, investment and healthcare with aging
2019 Guasoni P; Huang YJ
DYNAMIC TRADING VOLUME
2017 Guasoni P; Weber M
Estimating State Price Densities by Hermite Polynomials: Theory and Application to Italian Derivatives Market
2004 Guasoni P
Excursions in the Martingale Hypothesis
2004 Guasoni P
Fragility of arbitrage and bubbles in local martingale diffusion models
2015 Guasoni P; Rasonyi M
Hedge and mutual funds' fees and the separation of private investments
2015 Guasoni P; Wang G
HEDGING, ARBITRAGE AND OPTIMALITY WITH SUPERLINEAR FRICTIONS
2015 Guasoni P; Rasonyi M
High-frequency trading with fractional Brownian motion
2021 Guasoni P; Mishura Y; Rasonyi M
Importance Sampling with Basket Options
2007 Guasoni P; Robertson S
Informational efficiency and welfare
2022 Bernardinelli L.; Guasoni P.; Mayerhofer E.
INVESTING WITH LIQUID AND ILLIQUID ASSETS
2018 Bichuch M; Guasoni P
Leveraged funds: robust replication and performance evaluation
2023 Guasoni P.; Mayerhofer E.
Lightning Network Economics: Channels
In corso di stampa Guasoni, P; Huberman, G; Shikhelman, C
Liquidation with Nonlinear Float-Dependent Price Impact
2019 Guasoni P; Sanjari A