CINFRIGNINI, ANDREA
CINFRIGNINI, ANDREA
Dipartimento di Economia
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.02 secondi).
Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations
2025 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations
2025 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Dynamic bid–ask pricing under Dempster-Shafer uncertainty
2023 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
2023 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk
2024 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty
2024 Cinfrignini, A.; Petturiti, D.; Vantaggi, B.
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks
2022 Cinfrignini, A.; Petturiti, D.; Vantaggi, B.
Newsvendor problem with discrete demand and constrained first moment under ambiguity
2024 Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele