Concepedia

Paolo Guasoni

PG

44

Publications

1.6K

Citations

20

H-Index

1997

Active since

Affiliations

Boston University(Current)

Dublin City University

University of Bologna

University of Pisa

University of Edinburgh

Paolo Guasoni is an author at Boston University specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsManagementFinancial EngineeringEngineeringStochastic CalculusPortfolio Optimization

Publications per year

1997–2023

44

Publications

44

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Paolo Guasoni · Mathematical Finance · 2006 · 185 citations · Full text

Proportional Transaction Costs, Engineering, Asset Pricing +11

Consistent price systems and face-lifting pricing under transaction costs

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer · The Annals of Applied Probability · 2008 · 139 citations · Full text

The fundamental theorem of asset pricing for continuous processes under small transaction costs

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer · Annals of Finance · 2008 · 130 citations

Option Pricing, Financial Economics, Asset Pricing +8

Transaction costs, trading volume, and the liquidity premium

Stefan Gerhold, Paolo Guasoni, Johannes Muhle‐Karbe et al. · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2014 · 93 citations

Mean‐Variance Hedging for Stochastic Volatility Models

Francesca Biagini, Paolo Guasoni, Maurizio Pratelli · Mathematical Finance · 2000 · 90 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +13

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