Maurizio Pratelli
2000
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Maurizio Pratelli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Maurizio Pratelli overall
Papers from Maurizio Pratelli's perspective
Ordered by how strongly the researchers Maurizio Pratelli trusts endorse each paper. Same corpus, a different order for every researcher.
- A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
- Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
- Local martingales, arbitrage, and viability Free snacks and cheap thrills
- Relative arbitrage in volatility-stabilized markets
- A BENCHMARK APPROACH TO FINANCE
- A minimal financial market model
- COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
- Options, Futures, and Other Derivatives
- Shareholder Activism and CEO Pay
- Do Boards Pay Attention When Institutional Investor Activists 'Just Vote No'?
Their papers
- Mean‐Variance Hedging for Stochastic Volatility Models (2000) — 77 citations