Publications

Guasoni P; Schachermayer W, Necessary Conditions for the Existence of Utility Maximizing Strategies under Transaction Costs, «STATISTICS & DECISIONS», 2004, 22, pp. 153 - 170 [Scientific article]

Philippe Huber; Elvezio Ronchetti; Maria-Pia Victoria-Feser, Estimation of generalized linear latent variable models, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY», 2004, 66, pp. 893 - 908 [Scientific article]

Copt, S.; Victoria Feser, Maria-Pia, Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data, in: Theory and Applications of Recent Robust Methods, Basel, Birkhauser, 2004, pp. 71 - 82 [Chapter or essay]

Ballestra L.; Saleri F., Numerical solutions of a viscous-hydrodynamic model for semiconductors: The supersonic case, «COMPEL», 2003, 22, pp. 205 - 230 [Scientific article]

Bucci Alberto, Castellani Massimiliano, Figini Paolo, L'investimento in sponsorizzazione delle imprese: un'analisi economica in termini statici e dinamici, «RIVISTA DI POLITICA ECONOMICA», 2003, 93, pp. 183 - 223 [Scientific article]

Scarpello G.M.; Ritelli D., The Solow model improved through the logistic manpower growth law, «ANNALI DELL'UNIVERSITÀ DI FERRARA. SEZIONE 7: SCIENZE MATEMATICHE», 2003, 49, pp. 73 - 83 [Scientific article]

Mingari Scarpello G.; Ritelli D., A new method for the explicit integration of Lotka-Volterra equations, «DIVULGACIONES MATEMATICAS», 2003, 11, pp. 1 - 17 [Scientific article]

Mingari Scarpello G.; Ritelli D., A nonlinear oscillator modeling the transverse vibrations of a rod, «RENDICONTI DEL SEMINARIO MATEMATICO», 2003, 61, pp. 55 - 69 [Scientific article]

Sofroniou M.; Spaletta G., Increment formulations for rounding error reduction in the numerical solution of structured differential systems, «FUTURE GENERATION COMPUTER SYSTEMS», 2003, 19, pp. 375 - 383 [Scientific article]

Sofroniou M.; Spaletta G., On the construction of a new generalization of Runge-Kutta methods, «ELECTRONIC NOTES IN THEORETICAL COMPUTER SCIENCE», 2003, 74, pp. 189 - 206 [Scientific article]

Sofroniou M.; Spaletta G., On the construction of a new generalization of Runge-Kutta methods, «ELECTRONIC NOTES IN THEORETICAL COMPUTER SCIENCE», 2003, 74, pp. 189 - 206 [Scientific article]

Soffritti G., Identifying Multiple Cluster Structures in a Data Matrix, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2003, 32, pp. 1151 - 1177 [Scientific article]

Frank A. Cowell; Maria-Pia Victoria-Feser, Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information, «THE JOURNAL OF ECONOMIC INEQUALITY», 2003, 1, pp. 191 - 219 [Scientific article]

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]

Sofroniou M.; Spaletta G., Symplectic methods for separable Hamiltonian systems, in: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Berlin, Springer Verlag, «LECTURE NOTES IN ARTIFICIAL INTELLIGENCE», 2002, 2331, pp. 506 - 515 (atti di: International Conference on Computational Science, ICCS 2002, Amsterdam, nld, 2002) [Contribution to conference proceedings]

Sofroniou M.; Spaletta G., Solving orthogonal matrix differential systems in Mathematica, in: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Berlin, Springer Verlag, «LECTURE NOTES IN ARTIFICIAL INTELLIGENCE», 2002, 2331, pp. 496 - 505 (atti di: International Conference on Computational Science, ICCS 2002, Amsterdam, nld, 2002) [Contribution to conference proceedings]