Access Statistics for Gianluca A. Cassese

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing in an Imperfect World 0 0 0 7 0 2 3 23
Complete and Competitive Financial Markets in a Complex World 0 0 0 11 0 2 2 31
Complete and competitive financial markets in a complex world 0 0 0 3 1 6 6 19
Conglomerability and representations 1 1 1 12 2 9 11 53
Non Parametric Estimates of Option Prices Using Superhedging 0 0 0 38 0 5 10 38
Nonparametric Estimates of Option Prices Using Superhedging 0 0 0 10 1 5 8 47
Option Pricing in an Imperfect World 0 0 0 20 0 6 6 41
Option pricing in an imperfect world 0 0 0 15 3 5 6 54
Subjective Expected Utility and Psychological Gambles 0 0 1 8 1 2 5 11
Subjective expected utility and psychological gambles 0 0 0 6 1 8 13 23
Total Working Papers 1 1 2 130 9 50 70 340


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON ASSET BUBBLES IN CONTINUOUS-TIME 0 0 0 2 0 2 4 10
A Version of Komlós Theorem for Additive Set Functions 0 0 0 7 0 2 4 33
A special issue on the mathematics of subjective probability 0 0 0 8 0 4 4 31
ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE 0 0 0 13 1 5 7 61
Asset pricing in an imperfect world 0 0 0 3 1 9 12 41
Complete and competitive financial markets in a complex world 0 0 0 0 1 7 9 11
Decomposition of supermartingales indexed by a linearly ordered set 0 0 0 10 2 3 3 25
Finitely Additive Supermartingales 0 0 0 0 0 2 3 4
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 0 8 8 253
NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES 0 0 0 4 0 3 4 17
Quasi-martingales with a linearly ordered index set 0 0 0 4 1 8 8 34
Semilattices, canonical embeddings and representing measures 0 0 0 2 0 2 2 14
Supermartingale decomposition with a general index set 0 0 0 5 0 2 4 30
Total Journal Articles 0 0 0 150 6 57 72 564


Statistics updated 2026-03-04