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Andrea Cinfrignini
Andrea Cinfrignini
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Title
Cited by
Cited by
Year
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
A Cinfrignini, D Petturiti, B Vantaggi
Annals of Operations Research 321, 103-137, 2023
102023
Dynamic bid–ask pricing under Dempster-Shafer uncertainty
A Cinfrignini, D Petturiti, B Vantaggi
Journal of Mathematical Economics 107, 102871, 2023
32023
Markov and time-homogeneity properties in dempster-shafer random walks
A Cinfrignini, D Petturiti, B Vantaggi
International Conference on Information Processing and Management of …, 2022
22022
Newsvendor problem with discrete demand and constrained first moment under ambiguity
A Cinfrignini, D Petturiti, G Stabile
Decisions in Economics and Finance, 1-34, 2024
2024
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty
A Cinfrignini, D Petturiti, B Vantaggi
Quantitative Finance, 1-20, 2024
2024
Bid-ask option pricing under Dempster-Shafer uncertainty
A Cinfrignini, D Petturiti, B Vantaggi, XIVG della ricerca MEMOTEF
2024
Dynamics of socio economic systems-DySES 2023
PO Perals
Universidad Almería, 2023
2023
Discrete time models for bid-ask pricing under Dempster-Shafer uncertainty
A Cinfrignini
Sapienza University of Rome, 2023
2023
Dicrete-time models for bid-ask pricing under Dempster-Shafer uncertainty
A Cinfrignini
Sapienza University of Rome, 2023
2023
Best Doctoral Dissertation
A Cinfrignini
Envelopes of equivalent martingale measures and a generalized no-arbitrage …, 2023
2023
Pricing through the Choquet integral
A Cinfrignini
ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E …, 2022
2022
Envelopes of equivalent martingale measures in an n-nomial market model
A Cinfrignini
2020
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