| Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting A Cinfrignini, D Petturiti, B Vantaggi Annals of Operations Research 321, 103-137, 2023 | 10 | 2023 |
| Dynamic bid–ask pricing under Dempster-Shafer uncertainty A Cinfrignini, D Petturiti, B Vantaggi Journal of Mathematical Economics 107, 102871, 2023 | 6 | 2023 |
| Markov and time-homogeneity properties in dempster-shafer random walks A Cinfrignini, D Petturiti, B Vantaggi International Conference on Information Processing and Management of …, 2022 | 3 | 2022 |
| Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations A Cinfrignini, D Petturiti, B Vantaggi LECTURE NOTES IN NETWORKS AND SYSTEMS 3, 2025 | | 2025 |
| Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk A Cinfrignini, D Petturiti, B Vantaggi International Conference on Scalable Uncertainty Management, 115-129, 2024 | | 2024 |
| Newsvendor problem with discrete demand and constrained first moment under ambiguity A Cinfrignini, D Petturiti, G Stabile Decisions in Economics and Finance, 1-34, 2024 | | 2024 |
| Market consistent bid-ask option pricing under Dempster-Shafer uncertainty A Cinfrignini, D Petturiti, B Vantaggi Quantitative Finance, 1-20, 2024 | | 2024 |
| Bid-ask option pricing under Dempster-Shafer uncertainty A Cinfrignini, D Petturiti, B Vantaggi, XIVG della ricerca MEMOTEF | | 2024 |
| Dynamics of socio economic systems-DySES 2023 PO Perals Universidad Almería, 2023 | | 2023 |
| Dicrete-time models for bid-ask pricing under Dempster-Shafer uncertainty A Cinfrignini Sapienza University of Rome, 2023 | | 2023 |
| Best Doctoral Dissertation A Cinfrignini Envelopes of equivalent martingale measures and a generalized no-arbitrage …, 2023 | | 2023 |
| Pricing through the Choquet integral A Cinfrignini ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E …, 2022 | | 2022 |
