Publications

Ballestra L.; Micheletti S.; Sacco R., Semiconductor device simulation using a viscous-hydrodynamic model, «COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING», 2002, 191, pp. 5447 - 5466 [Scientific article]

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, Mean-variance hedging with random volatility jumps, «STOCHASTIC ANALYSIS AND APPLICATIONS», 2002, 20, pp. 471 - 494 [Scientific article]

Mingari Scarpello G.; Ritelli D., A historical outline of the theorem of implicit functions, «DIVULGACIONES MATEMATICAS», 2002, 10, pp. 171 - 180 [Scientific article]

Fanelli L.; Mazzocchi M., A cointegrated VECM demand system for meat in Italy, «APPLIED ECONOMICS», 2002, 34, pp. 1593 - 1605 [Scientific article]

Cheng, T.-C.; Victoria Feser, High-breakdown estimation of multivariate mean and covariance with missing observations, «BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY», 2002, 55, pp. 317 - 335 [Scientific article]

Maria-Pia Victoria Feser, Robust Inference with Binary Data, «PSYCHOMETRIKA», 2002, 67, pp. 21 - 32 [Scientific article]

Frank A. Cowell; Maria-Pia Victoria-Feser, Welfare Rankings in the Presence of Contaminated Data, «ECONOMETRICA», 2002, 70, pp. 1221 - 1233 [Scientific article]