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Paolo Guasoni

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

Guasoni P, Optimal investment with transaction costs and without semimartingales, «THE ANNALS OF APPLIED PROBABILITY», 2002, 12, pp. 1227 - 1246 [Scientific article]

Guasoni P, Risk minimization under transaction costs, «FINANCE AND STOCHASTICS», 2002, 6, pp. 91 - 113 [Scientific article]

Biagini F; Guasoni P; Pratelli M, Mean-variance hedging for stochastic volatility models, «MATHEMATICAL FINANCE», 2000, 10, pp. 109 - 123 [Scientific article]

Guasoni P; Buttazzo G, Shape Optimization Problems over Classes of Convex Domains, «JOURNAL OF CONVEX ANALYSIS», 1997, 4, pp. 343 - 351 [Scientific article]

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