Titolo | Pubblicato in | Anno |
---|---|---|
Newsvendor problem with discrete demand and constrained first moment under ambiguity | DECISIONS IN ECONOMICS AND FINANCE | 2024 |
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting | ANNALS OF OPERATIONS RESEARCH | 2023 |
Dynamic bid–ask pricing under Dempster-Shafer uncertainty | JOURNAL OF MATHEMATICAL ECONOMICS | 2023 |
Pricing through the Choquet integral | ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ... | 2022 |
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks | International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems | 2022 |
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting | 2021 |
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