Gianluca A. Cassese : Citation Profile


Are you Gianluca A. Cassese?

Università degli Studi di Milano-Bicocca

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 0
   Journals where Gianluca A. Cassese has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 10 (47.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca234
   Updated: 2018-07-14    RAS profile: 2017-10-28    
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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:

DEVILLE, Laurent (1)

Ewald, Christian-Oliver (1)

Guidolin, Massimo (1)

riva, fabrice (1)

Cites to:

Kreps, David (5)

Schmeidler, David (4)

Svensson, Lars (4)

Ait-Sahalia, Yacine (4)

Söderlind, Paul (4)

gourieroux, christian (3)

Miller, Merton (3)

Campbell, John (2)

Jouini, Elyès (2)

Heckman, James (2)

Jackwerth, Jens (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
Papers / arXiv.org3
Working Papers / University of Milano-Bicocca, Department of Economics3

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.

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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paper
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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This paper has another version. Agregated cites: 0
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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This paper has another version. Agregated cites: 0
paper
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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article1

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