Maurizio Pratelli

University of Pisa - Department of Mathematics

Via Buonarroti 2

I-56126 Pisa

Italy

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Mean-Variance Hedging for Stochastic Volatility Models

Posted: 14 Jun 2003
University of Bologna - Department of Mathematics, Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences and University of Pisa - Department of Mathematics

Abstract:

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2.

Functional Convergence of Snell Envelopes: Applications to American Options Approximations

Finance and Stochastics, Vol. 2, No. 3 (1998)
Posted: 09 Jun 1998
Sabrina Mulinacci and Maurizio Pratelli
Università Cattolica del Sacro Cuore di Milano and University of Pisa - Department of Mathematics

Abstract:

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