Gianluca A. Cassese
Names
| first: | Gianluca |
| middle: | A. |
| last: | Cassese |
Identifer
| RePEc Short-ID: | pca234 |
Contact
Affiliations
-
Università degli Studi di Milano-Bicocca
/ Scuola di Economia e Statistica
/ Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
- EDIRC entry
- location:
Research profile
author of:
- Option Pricing in an Imperfect World (RePEc:arx:papers:1406.0412)
by Gianluca Cassese - Asset Pricing in an Imperfect World (RePEc:arx:papers:1410.6408)
by Gianluca Cassese - Non Parametric Estimates of Option Prices Using Superhedging (RePEc:arx:papers:1502.03978)
by Gianluca Cassese - Complete and competitive financial markets in a complex world (RePEc:arx:papers:2003.01055)
by Gianluca Cassese - Subjective Expected Utility and Psychological Gambles (RePEc:arx:papers:2307.10328)
by Gianluca Cassese - Asset Pricing With No Exogenous Probability Measure (RePEc:bla:mathfi:v:18:y:2008:i:1:p:23-54)
by Gianluca Cassese - Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options (RePEc:eee:finana:v:15:y:2006:i:2:p:145-178)
by Cassese, Gianluca & Guidolin, Massimo - Supermartingale decomposition with a general index set (RePEc:eee:spapps:v:120:y:2010:i:7:p:1060-1073)
by Cassese, Gianluca - Decomposition of supermartingales indexed by a linearly ordered set (RePEc:eee:stapro:v:77:y:2007:i:8:p:795-802)
by Cassese, Gianluca - Quasi-martingales with a linearly ordered index set (RePEc:eee:stapro:v:80:y:2010:i:5-6:p:421-426)
by Cassese, Gianluca - Option pricing in an imperfect world (RePEc:mib:wpaper:277)
by Gianluca Cassese - Nonparametric Estimates of Option Prices Using Superhedging (RePEc:mib:wpaper:293)
by Gianluca Cassese - Conglomerability and representations (RePEc:mib:wpaper:318)
by Gianluca Cassese - Complete and Competitive Financial Markets in a Complex World (RePEc:mib:wpaper:435)
by Gianluca Cassese - Subjective expected utility and psychological gambles (RePEc:mib:wpaper:524)
by Gianluca Cassese - Semilattices, canonical embeddings and representing measures (RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00264-9)
by Gianluca Cassese - A special issue on the mathematics of subjective probability (RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00286-8)
by Gianluca Cassese & Pietro Rigo & Barbara Vantaggi - Complete and competitive financial markets in a complex world (RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00463-6)
by Gianluca Cassese - Asset pricing in an imperfect world (RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7)
by Gianluca Cassese - Finitely Additive Supermartingales (RePEc:spr:jotpro:v:21:y:2008:i:3:d:10.1007_s10959-008-0164-8)
by Gianluca Cassese - A Version of Komlós Theorem for Additive Set Functions (RePEc:spr:sankha:v:78:y:2016:i:1:d:10.1007_s13171-015-0080-9)
by Gianluca Cassese - A Note On Asset Bubbles In Continuous-Time (RePEc:wsi:ijtafx:v:08:y:2005:i:04:n:s0219024905003074)
by Gianluca Cassese - Nonparametric Estimates Of Option Prices And Related Quantities (RePEc:wsi:ijtafx:v:22:y:2019:i:07:n:s0219024919500407)
by Gianluca Cassese