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On the use of measure-valued strategies in bond markets
Donno, Marzia De; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10008215021
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Mean-Variance Hedging for Stochastic Volatility Models
Biagini, Francesca; Guasoni, Paolo; Pratelli, Maurizio - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10008217837
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The efficient hedging problem for American options
Mulinacci, Sabrina - In: Finance and stochastics 15 (2011) 2, pp. 365-398
Persistent link: https://www.econbiz.de/10009014644
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On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 56-64
Persistent link: https://www.econbiz.de/10008768339