Maurizio Pratelli

On the use of measure-valued strategies in bond markets

Marzia De Donno, Maurizio Pratelli, M. Pratelli, 2004, Finance Stochastics.

Functional convergence of Snell envelopes: Applications to American options approximations

Maurizio Pratelli, Sabrina Mulinacci, M. Pratelli, 1998, Finance Stochastics.

Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes

Dario Trevisan, Maurizio Pratelli, Eni Musta, 2017, J. Multivar. Anal..

Mean-Variance Hedging for Stochastic Volatility Models

Paolo Guasoni, Francesca Biagini, Maurizio Pratelli, 2000 .

Super-replication and utility maximization in large financial markets

Paolo Guasoni, Maurizio Pratelli, M. De Donno, 2005 .

An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales

Maurizio Pratelli, M. Pratelli, 1999 .