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Risk minimization under transaction costs
Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-114
Persistent link: https://www.econbiz.de/10008216497
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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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Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo; Robertson, Scott - In: Finance and stochastics 12 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10008221431
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NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
Guasoni, Paolo - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 569-582
Persistent link: https://www.econbiz.de/10008222565
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Asymmetric Information in Fads Models
Guasoni, Paolo - In: Finance and stochastics 10 (2006) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10008222672
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Performance maximization of actively managed funds
Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - In: Journal of financial economics 101 (2011) 3, pp. 574-596
Persistent link: https://www.econbiz.de/10009178468
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The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo; Lépinette, Emmanuel; Rásonyi, Miklós - In: Finance and stochastics 16 (2012) 4, pp. 741-778
Persistent link: https://www.econbiz.de/10010019157
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RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS
Biagini, Sara; Guasoni, Paolo - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 703-723
Persistent link: https://www.econbiz.de/10009258249