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Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data
Cassese, Gianluca; Guidolin, Massimo - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 275
Persistent link: https://www.econbiz.de/10006020654
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ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
Cassese, Gianluca - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 23-54
Persistent link: https://www.econbiz.de/10008221372
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Modelling the implied volatility surface: Does market efficiency matter?
Cassese, Gianluca; Guidolin, Massimo - In: International review of financial analysis 15 (2006) 2, pp. 145-178
Persistent link: https://www.econbiz.de/10007259812
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Arbitrage Theory with Bounded Prices
Cassese, Gianluca - In: Rivista internazionale di scienze economiche e … 46 (1999) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10007686296
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Incompleteness of Markets and Vagueness of Beliefs
Cassese, Gianluca - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 837-856
Persistent link: https://www.econbiz.de/10007697891
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Assets Valuation under Continuous Time: Some Remarks
Cassese, Gianluca - In: Rivista internazionale di scienze economiche e … 42 (1995) 6, pp. 469-484
Persistent link: https://www.econbiz.de/10007625856
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Erratum: Assets Valuation under Continuous Time: Some Remarks
Cassese, Gianluca - In: Rivista internazionale di scienze economiche e … 42 (1995) 10-11, pp. 928
Persistent link: https://www.econbiz.de/10007629328