Maurizio Pratelli

Mean‐Variance Hedging for Stochastic Volatility Models

Francesca Biagini, Paolo Guasoni, Maurizio Pratelli · Mathematical Finance · 2000 · 91 citations

Business, Finance, Mathematics +17

An approximation for the nonlinear filtering problem, with error bound^†

G. B. Dl Masi, Maurizio Pratelli, Wolfgang J. Runggaldier · Stochastics · 1985 · 52 citations

Natural Sciences, Electrical Engineering, Mathematics +15

On the use of measure-valued strategies in bond markets

Marzia De Donno, Maurizio Pratelli · Finance and Stochastics · 2004 · 52 citations

Business, Economics, Finance +14

Super-replication and utility maximization in large financial markets

Marzia De Donno, Paolo Guasoni, Maurizio Pratelli · Stochastic Processes and their Applications · 2005 · 38 citations

Social Sciences, Economics, Finance +8

Functional convergence of Snell envelopes: Applications to American options approximations

Sabrina Mulinacci, Maurizio Pratelli · Finance and Stochastics · 1998 · 35 citations

Business, Finance, Mathematics +10