4
H index
1
i10 index
29
Citations
Gianluca A. Cassese : Citation Profile
Università degli Studi di Milano-Bicocca | RESEARCH PRODUCTION: 12 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). 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:
| Cites to:
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Main data
Where Gianluca A. Cassese has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistics & Probability Letters | 2 |
| International Journal of Theoretical and Applied Finance (IJTAF) | 2 |
| Decisions in Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Milano-Bicocca, Department of Economics | 4 |
| Papers / arXiv.org | 4 |
Recent works citing Gianluca A. Cassese (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Subjective Expected Utility and Psychological Gambles. (2023). Cassese, Gianluca. In: Papers. RePEc:arx:papers:2307.10328. Full description at Econpapers || Download paper |
| 2023 | Impact of financial environment on household risk financial asset selection: A micro perspective. (2023). Khalid, Fahad ; Xiaoyang, MA ; Xiaoyi, Zhang ; Xiaoli, Gan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:137-145. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Gianluca A. Cassese:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Option Pricing in an Imperfect World In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Option pricing in an imperfect world.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Asset Pricing in an Imperfect World In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Asset pricing in an imperfect world.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Non Parametric Estimates of Option Prices Using Superhedging In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Nonparametric Estimates of Option Prices Using Superhedging.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Complete and competitive financial markets in a complex world In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Complete and Competitive Financial Markets in a Complex World.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Complete and competitive financial markets in a complex world.(2021) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2008 | ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE In: Mathematical Finance. [Full Text][Citation analysis] | article | 12 |
| 2006 | Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2010 | Supermartingale decomposition with a general index set In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 2007 | Decomposition of supermartingales indexed by a linearly ordered set In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | Quasi-martingales with a linearly ordered index set In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Conglomerability and representations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Semilattices, canonical embeddings and representing measures In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | A special issue on the mathematics of subjective probability In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2016 | A Version of Komlós Theorem for Additive Set Functions In: Sankhya A: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 4 |
| 2019 | NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team