Pubblicazioni scientifiche

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) [Contributo in Atti di convegno]

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 [Articolo in rivista]

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

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 [Articolo in rivista]

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 [Capitolo/Saggio in libro]

Jones A; Forster M, Corrigendum: The role of tobacco taxes in starting and quitting smoking: duration analysis of British data, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A, STATISTICS IN SOCIETY», 2003, 166, pp. 441442 - 441443 [Replica/breve intervento (e simili)]

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

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 [Articolo in rivista]

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 [Articolo in rivista]

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

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

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 [Articolo in rivista]

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 [Articolo in rivista]

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 [Articolo in rivista]

Mazzocchi M., Time-varying coefficients in the Almost Ideal Demand System: An empirical appraisal, «EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS», 2003, 30, pp. 241 - 270 [Articolo in rivista]

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

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 [Articolo in rivista]

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 [Articolo in rivista]

Guasoni P, Optimal investment with transaction costs and without semimartingales, «THE ANNALS OF APPLIED PROBABILITY», 2002, 12, pp. 1227 - 1246 [Articolo in rivista]

Guasoni P, Risk minimization under transaction costs, «FINANCE AND STOCHASTICS», 2002, 6, pp. 91 - 113 [Articolo in rivista]