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Andrea Cinfrignini
Andrea Cinfrignini
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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
A Cinfrignini, D Petturiti, B Vantaggi
Annals of Operations Research 321, 103-137, 2023
82023
Dynamic bid–ask pricing under Dempster-Shafer uncertainty
A Cinfrignini, D Petturiti, B Vantaggi
Journal of Mathematical Economics 107, 102871, 2023
12023
Markov and time-homogeneity properties in dempster-shafer random walks
A Cinfrignini, D Petturiti, B Vantaggi
International Conference on Information Processing and Management of …, 2022
12022
Bid-ask option pricing under Dempster-Shafer uncertainty
A Cinfrignini, D Petturiti, B Vantaggi, XIVG della ricerca MEMOTEF
2024
Discrete time models for bid-ask pricing under Dempster-Shafer uncertainty
A Cinfrignini
Sapienza University of Rome, 2023
2023
Dicrete-time models for bid-ask pricing under Dempster-Shafer uncertainty
A Cinfrignini
Sapienza University of Rome, 2023
2023
Best Doctoral Dissertation
A Cinfrignini
Envelopes of equivalent martingale measures and a generalized no-arbitrage …, 2023
2023
Pricing through the Choquet integral
A Cinfrignini
ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E …, 2022
2022
Envelopes of equivalent martingale measures in an n-nomial market model
A Cinfrignini
2020
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Artículos 1–9