CINFRIGNINI, ANDREA
CINFRIGNINI, ANDREA
Dipartimento di Economia Politica e Statistica
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.0 secondi).
Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations
2025-01-01 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
Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk
2024-01-01 Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty
2024-01-01 Cinfrignini, A.; Petturiti, D.; Vantaggi, B.
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks
2022-01-01 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
Pricing through the Choquet integral
2022-01-01 Cinfrignini, Andrea
| Titolo | Data di pubblicazione | Autore(i) | File | Abstract |
|---|---|---|---|---|
| Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations | 1-gen-2025 | Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara | - | |
| Dynamic bid–ask pricing under Dempster-Shafer uncertainty | 1-gen-2023 | Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara | - | |
| Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting | 1-gen-2023 | Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara | - | |
| Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk | 1-gen-2024 | Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara | - | |
| Market consistent bid-ask option pricing under Dempster-Shafer uncertainty | 1-gen-2024 | Cinfrignini, A.; Petturiti, D.; Vantaggi, B. | - | |
| Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks | 1-gen-2022 | Cinfrignini, A.; Petturiti, D.; Vantaggi, B. | - | |
| Newsvendor problem with discrete demand and constrained first moment under ambiguity | 1-gen-2024 | Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele | - | |
| Pricing through the Choquet integral | 1-gen-2022 | Cinfrignini, Andrea | - |