Maurizio Pratelli

Publication Activity (10 Years)

Years Active: 1998-2017
Publications (10 Years): 1

Top Topics

Asymptotically Optimal

Stochastic Processes

Top Venues

J. Multivar. Anal.

Publications

Eni Musta, Maurizio Pratelli, Dario Trevisan
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes. J. Multivar. Anal. 154 (2017)
Marzia De Donno, Maurizio Pratelli
On the use of measure-valued strategies in bond markets. Finance Stochastics 8 (1) (2004)
Sabrina Mulinacci, Maurizio Pratelli
Functional convergence of Snell envelopes: Applications to American options approximations. Finance Stochastics 2 (3) (1998)