Gianluca Cassese
http://usi.to/epn
Pubblicazioni
Pubblicazioni principali (5)
- Cassese G. (2017) Asset pricing in an imperfect world
- Cassese G. (2009) Sure wins, separating probabilities and the representation of linear functionals
- Cassese G. (2008) Asset Pricing With no Exogenous Probability Measure
- Cassese G. (2007) Yan Theorem in L infinity with Applications to Asset Pricing
- Cassese G. (2005) A note on asset bubbles in continuous-time
Articolo pubblicato in rivista scientifica (14)
- Cassese G. (2017) Asset pricing in an imperfect world, Economic Theory
- Cassese G. (2009) Sure wins, separating probabilities and the representation of linear functionals, Journal of mathematical analysis and applications, 354 (2)
- Cassese G. (2008) Asset Pricing With no Exogenous Probability Measure, Mathematical Finance, 18
- Cassese G. (2008) Finitely additive supermartingales, Journal of theoretical probability, 21 (3)
- Cassese G. (2007) Yan Theorem in L infinity with Applications to Asset Pricing, Acta Mathematicae Applicatae Sinica (English series) Vol. 23:4, 551-562
- Cassese G. (2007) Decomposition of Supermartingales Indexed by a Linearly Ordered Set, Statistics and Probability Letters Vol 77:8, 795-802
- Cassese G., Guidolin M. (2006) Modelling the Italian MIB30 Implied Volatility Surface. Does Market Efficiency Matter?, International Review of Financial Analysis, Vol. 15:4, 145-178
- Cassese G. (2005) A note on asset bubbles in continuous-time, International journal of theoretical and applied finance, 8 (4)
- Cassese G., Guidolin M. (2004) Pricing and informational efficiency of the MIB30 index options market. An analysis with high-frequency data, Economic notes, 33 (2)
- Cassese G. (2003) Il Mercato Italiano delle Opzioni sull'Indice di Borsa, Bancaria (1)
- Cassese G. (1999) Arbitrage Theory with Bounded Prices, International Review of Economics and Business, Vol. 46, pp. 233-244
- Cassese G. (1997) Incompleteness of Markets and Vagueness of Beliefs, International Review of Economics and Business, Vol. 44, pp. 837-855.
- Cassese G. (1995) Asset Evaluation under Continuous-time: Some Remarks, International Review of Economics and Business, Vol. 42, pp. 469-483.
- Cassese G., della Svizzera italiana S., Quasimartingales with a linearly ordered index set, Statistics & probability letters, 80 (5-6)
Contributo in libro (1)
- Cassese G. (2002) Il Mercato degli Strumenti Derivati in Italia. Fondazione Rosselli - Settimo Rapporto sul Sistema Finanziario Italiano. Roma, Edibank
