Gianluca A. Cassese : Citation Profile


Are you Gianluca A. Cassese?

Università degli Studi di Milano-Bicocca

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 1
   Journals where Gianluca A. Cassese has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 10 (43.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca234
   Updated: 2018-11-17    RAS profile: 2018-11-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gianluca A. Cassese.

Is cited by:

riva, fabrice (1)

Ewald, Christian-Oliver (1)

DEVILLE, Laurent (1)

Guidolin, Massimo (1)

Cites to:

Kreps, David (5)

Ait-Sahalia, Yacine (4)

Söderlind, Paul (4)

Svensson, Lars (4)

Schmeidler, David (4)

gourieroux, christian (3)

Miller, Merton (3)

THOMAS-AGNAN, Christine (2)

Campbell, John (2)

Viceira, Luis (2)

NAPP, Clotilde (2)

Main data


Where Gianluca A. Cassese has published?


Journals with more than one article published# docs
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics3
Papers / arXiv.org3

Recent works citing Gianluca A. Cassese (2018 and 2017)


YearTitle of citing document
2017Financial Models with Defaultable Num\eraires. (2017). Fisher, Travis ; Ruf, Johannes ; Pulido, Sergio. In: Papers. RePEc:arx:papers:1511.04314.

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2017Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method. (2017). Ewald, Christian-Oliver ; Chen, Jilong. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:144-151.

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2017Financial Models with Defaultable Numéraires. (2017). Fisher, Travis ; Ruf, Johannes ; Pulido, Sergio. In: Working Papers. RePEc:hal:wpaper:hal-01240736.

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2018Robust pricing–hedging dualities in continuous time. (2018). Hou, Zhaoxu ; Oboj, Jan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0363-9.

Full description at Econpapers || Download paper

Works by Gianluca A. Cassese:


YearTitleTypeCited
2016Option Pricing in an Imperfect World In: Papers.
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2014Option pricing in an imperfect world.(2014) In: Working Papers.
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2014Asset Pricing in an Imperfect World In: Papers.
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2017Asset pricing in an imperfect world.(2017) In: Economic Theory.
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article
2015Non Parametric Estimates of Option Prices Using Superhedging In: Papers.
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2015Nonparametric Estimates of Option Prices Using Superhedging.(2015) In: Working Papers.
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2004Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data In: Economic Notes.
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article2
2008ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE In: Mathematical Finance.
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2006Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options In: International Review of Financial Analysis.
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article1
2010Supermartingale decomposition with a general index set In: Stochastic Processes and their Applications.
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article0
2007Decomposition of supermartingales indexed by a linearly ordered set In: Statistics & Probability Letters.
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2010Quasi-martingales with a linearly ordered index set In: Statistics & Probability Letters.
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2015Conglomerability and representations In: Working Papers.
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2016A Version of Komlós Theorem for Additive Set Functions In: Sankhya A: The Indian Journal of Statistics.
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2005A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME In: International Journal of Theoretical and Applied Finance (IJTAF).
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article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team