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Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina - In: Finance and stochastics 2 (1998) 3, pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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The efficient hedging problem for American options
Mulinacci, Sabrina - In: Finance and stochastics 15 (2011) 2, pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
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Mean-variance hedging for stochastic volatility models
Biagini, Francesca; Guasoni, Paolo; Pratelli, Maurizio - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10002177187
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On the use of measure-valued strategies in bond markets
De Donno, Marzia; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
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On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10008839765
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Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni; Mulinacci, Sabrina - In: Asia-Pacific financial markets 6 (1999) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
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Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10012793931
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Joint life insurance pricing using extended Marshall-Olkin models
Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 409-432
Persistent link: https://www.econbiz.de/10012056598