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171 pubblicazioni

Guasoni P; Lepinette E; Rasonyi M, The fundamental theorem of asset pricing under transaction costs, «FINANCE AND STOCHASTICS», 2012, 16, pp. 741 - 777 [Articolo in rivista]
Guasoni P; Robertson S, PORTFOLIOS AND RISK PREMIA FOR THE LONG RUN, «THE ANNALS OF APPLIED PROBABILITY», 2012, 22, pp. 239 - 284 [Articolo in rivista]
Di Graziano G.; Torricelli L., Target volatility option pricing, in: Finance at fields, Londra, World Scientific Publishing Co., 2012, pp. 207 - 224 [Capitolo/Saggio in libro]
Tsonaka R.; van der Helm-van Mil A.H.M.; Houwing-Duistermaat J.J., A two-stage mixed-effects model approach for gene-set analyses in candidate gene studies, «STATISTICS IN MEDICINE», 2012, 31, pp. 1190 - 1202 [Articolo in rivista]
da Pelo P.; Lanconelli A., On a new probabilistic representation for the solution of the heat equation, «STOCHASTICS», 2012, 84, pp. 171 - 181 [Articolo in rivista]
Stephane Guerrier; Adrian Waegli; Jan Skaloud; Maria-Pia Victoria-Feser, Fault Detection and Isolation in Multiple MEMS-IMUs Configurations, «IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS», 2012, 48, pp. 2015 - 2031 [Articolo in rivista]
Sardy, S; Victoria-Feser, MP, Isotone additive latent variable models, «STATISTICS AND COMPUTING», 2012, 22, pp. 647 - 659 [Articolo in rivista]
Stebler, Y.; Guerrier, S.; Skalud, J.; Maria-Pia Victoria Feser, A Framework for Inertial Sensor Calibration using Complex Stochastic Error Models, in: Proceedings of the Position Location and Navigation Symposium (PLANS), 2012, IEEE/ION, 2012, pp. 1 - 13 (atti di: 2012 IEEE/ION Position, Location and Navigation Symposium, Myrtle Beach, 2012) [Contributo in Atti di convegno]
Dupuis-Lozeron, E.; Maria-Pia Victoria Feser, Simulation Based Estimation for Generalized Latent Linear Variables Models, in: Proceedings of the International Conference on Methods and Models for Latent Variables (MMLV012), Quaderni di Statistica, 2012, 14, pp. 93 - 96 (atti di: International Conference on Methods and Models for Latent Variables (MMLV012), Napoli, 2012) [Contributo in Atti di convegno]
Ceriani L.; Verme P., The origins of the Gini index: Extracts from Variabilità e Mutabilità (1912) by Corrado Gini, «THE JOURNAL OF ECONOMIC INEQUALITY», 2012, 10, pp. 421 - 443 [Articolo in rivista]
Silber J.; Verme P., Relative deprivation, reference groups and the assessment of standard of living, «ECONOMIC SYSTEMS», 2012, 36, pp. 31 - 45 [Articolo in rivista]