Pietro Siorpaes

Identifiers

• name variant Pietro Siorpaes 0.60 · backfill

Papers (9)

1. Structure of martingale transports in finite dimensions math.PR · 2017 · author #2
2. Pathwise Stochastic Calculus with Local Times math.PR · 2015 · author #3
3. Applications of pathwise Burkholder-Davis-Gundy inequalities math.PR · 2015 · author #1
4. On a dyadic approximation of predictable processes of finite variation math.PR · 2013 · author #1
5. Pathwise versions of the Burkholder-Davis-Gundy inequality math.PR · 2013 · author #2
6. Optimal investment and price dependence in a semi-static market q-fin.PM · 2013 · author #1
7. Optimal Investment with Stocks and Derivatives q-fin.PM · 2012 · author #1
8. Do arbitrage-free prices come from utility maximization? q-fin.PM · 2012 · author #1
9. A Simple Proof of the Bichteler-Dellacherie Theorem math.PR · 2012 · author #2

Mentions

• 1508.05984 #3 · backfill · confidence 0.70 Pietro Siorpaes
• 1507.01302 #1 · backfill · confidence 0.70 Pietro Siorpaes
• 1306.6238 #1 · backfill · confidence 0.70 Pietro Siorpaes
• 1305.6188 #2 · backfill · confidence 0.70 Pietro Siorpaes
• 1303.0237 #1 · backfill · confidence 0.70 Pietro Siorpaes
• 1210.5466 #1 · backfill · confidence 0.70 Pietro Siorpaes
• 1207.4749 #1 · backfill · confidence 0.70 Pietro Siorpaes
• 1201.1996 #2 · backfill · confidence 0.70 Pietro Siorpaes

Frequent Coauthors

• Jan Ob\l\'oj 2 shared papers
• Mark Davis 1 shared papers
• Mathias Beiglb\"ock 1 shared papers
• Mathias Beiglboeck 1 shared papers