The following pages link to Gianluca Cassese (Q249969):
Displaying 48 items.
- A version of Komlós theorem for additive set functions (Q288265) (← links)
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- Convergence in measure under finite additivity (Q369386) (← links)
- Multifractal financial markets. An alternative approach to asset and risk management (Q456903) (← links)
- Asymptotics of implied volatility to arbitrary order (Q468415) (← links)
- Market frictions and corporate finance: an overview paper (Q475313) (← links)
- Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- On the duality between \(p\)-modulus and probability measures (Q493140) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- The chaotic representation property of compensated-covariation stable families of martingales (Q504255) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Uniform Fatou's lemma (Q530342) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Corrigendum to: ``Martingale optimal transport in the Skorokhod space'' (Q898410) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Supermartingale decomposition with a general index set (Q981011) (← links)
- Decomposition of supermartingales indexed by a linearly ordered set (Q997250) (← links)
- Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Continuous-time asset pricing theory. A martingale-based approach (Q1744618) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- The projection problem in commutative, positively ordered monoids (Q2082735) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Quasi-martingales with a linearly ordered index set (Q2267623) (← links)
- Control measures on Boolean algebras (Q2320040) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- Conic portfolio theory (Q2806366) (← links)
- Model-independent lower bound on variance swaps (Q2831008) (← links)
- Buy-low and sell-high investment strategies (Q2847244) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)
- Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
- The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables (Q2922892) (← links)
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
- (Q4583045) (← links)
- NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (Q5207495) (← links)
- The Representation of Conglomerative Functionals (Q5348619) (← links)
- The theorem of Halmos and Savage under finite additivity (Q5964408) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- The Projection Problem in Commutative, Positively Ordered Monoids (Q6322624) (← links)
- MAD risk parity portfolios (Q6549614) (← links)
