CINFRIGNINI, ANDREA
CINFRIGNINI, ANDREA
DIPARTIMENTO DI ECONOMIA
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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
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
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 |