//-->
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella, (2014)
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely, (2015)
Calculating principal eigen-functions of non-negative integral kernels : particle approximations and applications
Whiteley, Nick, (2017)
The rational expectation hypothesis, time-varying parameters and adaptive control : a promising combination?
Tucci, Marco Paolo, (2004)
Time-varying parameters : a critical introduction
Tucci, Marco Paolo, (1990)
Stochastic sustainability
Tucci, Marco Paolo, (1996)