11573/1720378 - 2024 -
Market consistent bid-ask option pricing under Dempster-Shafer uncertainty Cinfrignini, A.; Petturiti, D.; Vantaggi, B. - 01a Articolo in rivista
paper: QUANTITATIVE FINANCE (Abingdon: Taylor & Francis
Bristol: Institute of Physics Publishing, 2001-) pp. - - issn: 1469-7688 - wos: (0) - scopus: 2-s2.0-85195455753 (0)
11573/1718310 - 2024 -
Newsvendor problem with discrete demand and constrained first moment under ambiguity Cinfrignini, Andrea; Petturiti, Davide; Stabile, Gabriele - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. - - issn: 1593-8883 - wos: WOS:001302331600001 (0) - scopus: 2-s2.0-85202663233 (0)
11573/1685779 - 2023 -
Dynamic bid–ask pricing under Dempster-Shafer uncertainty Cinfrignini, A.; Petturiti, D.; Vantaggi, B. - 01a Articolo in rivista
paper: JOURNAL OF MATHEMATICAL ECONOMICS (-Amsterdam Netherlands: Elsevier BV
-Amsterdam : North-Holland Publ. Co.) pp. - - issn: 0304-4068 - wos: WOS:001046921300001 (3) - scopus: 2-s2.0-85165266601 (3)
11573/1666261 - 2023 -
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 103-137 - issn: 0254-5330 - wos: WOS:000900814000001 (8) - scopus: 2-s2.0-85144230970 (8)
Cinfrignini, Andrea - 01a Articolo in rivista
paper: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ... (Roma: Sapienza Università editrice, 2017-
Bologna: Patron, 2012-2014) pp. - - issn: 2611-6634 - wos: (0) - scopus: (0)
11573/1560233 - 2022 -
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara - 06a Curatela
11573/1650092 - 2022 -
Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks Cinfrignini, Andrea; Petturiti, Davide; Vantaggi, Barbara - 02a Capitolo o Articolo
book: Information Processing and Management of Uncertainty in Knowledge-Based Systems - (978-3-031-08970-1; 978-3-031-08971-8)