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researcher

P. Guasoni

14 papers hereh-index 221.7k citations96 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author13
  • middle author1

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.PM7
  • q-fin.MF3
  • math.PR2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20082024
most citedConsistent price systems and face-lifting pricing under transaction costs

142 citations · 274 across the 13 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.MF2019★ 9 cited

Consumption, Investment, and Healthcare with Aging

Paolo Guasoni, Yu-Jui Huang

This paper solves the problem of optimal dynamic consumption, investment, and healthcare spending with isoelastic utility, when natural mortality grows exponentially to reflect Gom…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.