Gianluca Cassese
Title
Cited by
Cited by
Year
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
G Cassese, M Guidolin
International review of financial analysis 15 (2), 145-178, 2006
25*2006
Asset Pricing With no Exogenous Probability
G Cassese
Mathematical Finance 18 (1), 23-54, 2008
14*2008
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High‐frequency Data
G Cassese, M Guidolin
Economic notes 33 (2), 275-321, 2004
122004
A note on asset bubbles in continuous-time
G Cassese
International journal of theoretical and applied finance 8 (04), 523-536, 2005
102005
Sure wins, separating probabilities and the representation of linear functionals
G Cassese
Journal of mathematical analysis and applications 354 (2), 558-563, 2009
82009
Yan theorem in L∞ with applications to asset pricing
G Cassese
Acta Mathematicae Applicatae Sinica, English Series 23 (4), 551-562, 2007
82007
Finitely additive supermartingales
G Cassese
Journal of theoretical probability 21 (3), 586-603, 2008
72008
Modelling the MIB30 Implied Volatility Surface. Does Efficiency Matter?
G Cassese, M Guidolin
Federal Reserve Bank of St. Louis Working Paper Series, 2005
72005
Conglomerability and Representations
G Cassese
Journal of Convex Analysis 25 (3), 789-815, 2018
42018
The theorem of Halmos and Savage under finite additivity
G Cassese
Journal of Mathematical Analysis and Applications 437 (2), 870-881, 2016
42016
Asset Pricing in an Imperfect World
G Cassese
Economic Theory, (2017) 64, 539-570, 2016
42016
Convergence in measure under finite additivity
G Cassese
Sankhya A 75 (2), 171-193, 2013
42013
Pricing and informational efficiency of the MIB30 index options market
G Cassese, M Guidolin
UniversitÓ Bocconi, 2002
42002
Decomposition of supermartingales indexed by a linearly ordered set
G Cassese
Statistics & probability letters 77 (8), 795-802, 2007
32007
On the structure of finitely additive martingales
G Cassese
UniversitÓ della Svizzera italiana, 2003
32003
Control measures on Boolean algebras
G Cassese
Journal of Mathematical Analysis and Applications 478 (2), 764-775, 2019
22019
A Version of Komlˇs Theorem for Additive Set Functions
G Cassese
Sankhya A 78 (1), 105-123, 2016
22016
Supermartingale decomposition with a general index set
G Cassese
Stochastic processes and their applications 120 (7), 1060-1073, 2010
22010
A special issue on the mathematics of subjective probability
G Cassese, P Rigo, B Vantaggi
Decisions in Economics and Finance 43, 1-2, 2020
12020
Semilattices, canonical embeddings and representing measures
G Cassese
Decisions in Economics and Finance, 1-20, 2019
12019
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Articles 1–20