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Mostrati risultati da 1 a 11 di 11
Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations
2025-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations
2025-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Quantile-constrained Choquet-Wasserstein p-box approximation of arbitrary belief functions
2025-01-01 Cinfrignini, Andrea; Lorenzini, Silvia; Petturiti, Davide; Vantaggi, Barbara
A two-player newsvendor game with competition on demand under ambiguity
2025-01-01 Cinfrignini, Andrea; Lorenzini, Silvia; Petturiti, Davide
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty
2024-01-01 Cinfrignini, A.; Petturiti, D.; Vantaggi, B.
Newsvendor problem with discrete demand and constrained first moment under ambiguity
2024-01-01 Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele
Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk
2024-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Dynamic bid–ask pricing under Dempster-Shafer uncertainty
2023-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
2023-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Pricing through the Choquet integral
2022-01-01 Cinfrignini, Andrea
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks
2022-01-01 Cinfrignini, A.; Petturiti, D.; Vantaggi, B.
Mostrati risultati da 1 a 11 di 11
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