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Cassese, Gianluca's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,306 |
Total
Citations
12 |
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1.
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Cassese, Gianluca
Department of Economics, Statistics and Management Guidolin, Massimo
Bocconi University - Department of Finance
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467
(27,889)
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1
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Implied volatility, option pricing, no-arbitrage conditions, volatility models
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2.
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Cassese, Gianluca
Department of Economics, Statistics and Management Guidolin, Massimo
Bocconi University - Department of Finance
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320
(44,697)
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5
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Option pricing, arbitrage, informational efficiency, MIB30 index
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3.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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279
(52,438)
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1
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Martingales, arbitrage, finitely additive measures, bubbles, fundamental theorem of asset pricing.
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4.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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124
(115,097)
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Arbitrage, Asset bubbles, Asset pricing, CAPM, Finitely additive measures, Finitely additive conditional expectation, Free lunch, Fundamental theorem of asset pricing, Martingale measure, Semimartingales
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5.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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67
(173,618)
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2
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Conditional expectation, Doleans-Dade measure, Doob Meyer decomposition, finitely additive measures, finitely additive supermartingales, potential, supermartingales, Yosida Hewitt decomposition
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6.
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Guidolin, Massimo
Bocconi University - Department of Finance Cassese, Gianluca
Department of Economics, Statistics and Management
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25
(258,299)
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3
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7.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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24
(261,660)
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8.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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Doob Meyer decomposition, natural increasing processes, potentials, supermartingales
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9.
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Cassese, Gianluca
Department of Economics, Statistics and Management
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Arbitrage, Asset pricing, Free lunch, Fundamental theorem of asset pricing, Martingale measure, Semimartingales, Yan theorem
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Records 1 -
9
of 9 matches
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