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 | 12 | 2004 |

A note on asset bubbles in continuous-time G Cassese International journal of theoretical and applied finance 8 (04), 523-536, 2005 | 10 | 2005 |

Sure wins, separating probabilities and the representation of linear functionals G Cassese Journal of mathematical analysis and applications 354 (2), 558-563, 2009 | 8 | 2009 |

Yan theorem in L∞ with applications to asset pricing G Cassese Acta Mathematicae Applicatae Sinica, English Series 23 (4), 551-562, 2007 | 8 | 2007 |

Finitely additive supermartingales G Cassese Journal of theoretical probability 21 (3), 586-603, 2008 | 7 | 2008 |

Modelling the MIB30 Implied Volatility Surface. Does Efficiency Matter? G Cassese, M Guidolin Federal Reserve Bank of St. Louis Working Paper Series, 2005 | 7 | 2005 |

Conglomerability and Representations G Cassese Journal of Convex Analysis 25 (3), 789-815, 2018 | 4 | 2018 |

The theorem of Halmos and Savage under finite additivity G Cassese Journal of Mathematical Analysis and Applications 437 (2), 870-881, 2016 | 4 | 2016 |

Asset Pricing in an Imperfect World G Cassese Economic Theory, (2017) 64, 539-570, 2016 | 4 | 2016 |

Convergence in measure under finite additivity G Cassese Sankhya A 75 (2), 171-193, 2013 | 4 | 2013 |

Pricing and informational efficiency of the MIB30 index options market G Cassese, M Guidolin Università Bocconi, 2002 | 4 | 2002 |

Decomposition of supermartingales indexed by a linearly ordered set G Cassese Statistics & probability letters 77 (8), 795-802, 2007 | 3 | 2007 |

On the structure of finitely additive martingales G Cassese Università della Svizzera italiana, 2003 | 3 | 2003 |

Control measures on Boolean algebras G Cassese Journal of Mathematical Analysis and Applications 478 (2), 764-775, 2019 | 2 | 2019 |

A Version of Komlós Theorem for Additive Set Functions G Cassese Sankhya A 78 (1), 105-123, 2016 | 2 | 2016 |

Supermartingale decomposition with a general index set G Cassese Stochastic processes and their applications 120 (7), 1060-1073, 2010 | 2 | 2010 |

A special issue on the mathematics of subjective probability G Cassese, P Rigo, B Vantaggi Decisions in Economics and Finance 43, 1-2, 2020 | 1 | 2020 |

Semilattices, canonical embeddings and representing measures G Cassese Decisions in Economics and Finance, 1-20, 2019 | 1 | 2019 |