Publications

Guasoni P, Estimating State Price Densities by Hermite Polynomials: Theory and Application to Italian Derivatives Market, in: Temi di Discussione della Banca d'Italia, «TEMI DI DISCUSSIONE», 2004, pp. 3 - 22 (atti di: Seminar on Financial Markets, Roma, 2 June 2002) [Contribution to conference proceedings]

Guasoni P, Excursions in the Martingale Hypothesis, in: Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003), World Scientific Publishing Co., 2004, pp. 73 - 95 (atti di: Ritsumeikan International Symposium Stochastic processes and application to mathematical finance, Kyoto, Japan, 5-9 March 2003) [Contribution to conference proceedings]

Guasoni P; Berselli L, Some Problems of Shape Optimization Arising in Stationary Fluid Motion, «ADVANCES IN MATHEMATICAL SCIENCES AND APPLICATIONS», 2004, 14, pp. 279 - 293 [Scientific article]

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]

Scrucca, L.; Weisberg, S., A Simulation Study to Investigate the Behavior of the Log-Density Ratio Under Normality, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2004, 33, pp. 159 - 178 [Scientific article]

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]

Verme, Paolo, Labour Market Policies and Social Protection in Asia, in: Defining an Agenda for Poverty Reduction: Proceedings of the First Asia and Pacific Forum on Poverty, Volume 2, Manila, Asian Development Bank, 2002, pp. 1 - 29 [Chapter or essay]

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]