3
H index
1
i10 index
29
Citations
Gianluca A. Cassese : Citation Profile
Università degli Studi di Milano-Bicocca | RESEARCH PRODUCTION: 13 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). 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:
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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 |
|---|---|
| Papers / arXiv.org | 5 |
| Working Papers / University of Milano-Bicocca, Department of Economics | 5 |
Recent works citing Gianluca A. Cassese (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2025). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202509. 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 | 3 |
| 2017 | Asset pricing in an imperfect world.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 2 |
| 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: 2 | 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: 2 | article | |
| 2023 | Subjective Expected Utility and Psychological Gambles In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Subjective expected utility and psychological gambles.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 | 0 |
| 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 |
| 2008 | Finitely Additive Supermartingales In: Journal of Theoretical Probability. [Full Text][Citation analysis] | article | 0 |
| 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 | 3 |
| 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. Last updated November, 20 2025. Contact: CitEc Team