| Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options G Cassese, M Guidolin International review of financial analysis 15 (2), 145-178, 2006 | 27 | 2006 |
| Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High‐frequency Data G Cassese, M Guidolin Economic notes 33 (2), 275-321, 2004 | 17 | 2004 |
| Asset Pricing With no Exogenous Probability G Cassese Mathematical Finance 18 (1), 23-54, 2008 | 16* | 2008 |
| A note on asset bubbles in continuous-time G Cassese International journal of theoretical and applied finance 8 (04), 523-536, 2005 | 12 | 2005 |
| A special issue on the mathematics of subjective probability G Cassese, P Rigo, B Vantaggi Decisions in Economics and Finance 43, 1-2, 2020 | 10 | 2020 |
| Yan Theorem in L ∞ with Applications to Asset Pricing G Cassese* Acta Mathematicae Applicatae Sinica, English Series 23, 551-562, 2007 | 10 | 2007 |
| Sure wins, separating probabilities and the representation of linear functionals G Cassese Journal of mathematical analysis and applications 354 (2), 558-563, 2009 | 9 | 2009 |
| Finitely additive supermartingales G Cassese Journal of theoretical probability 21, 586-603, 2008 | 7 | 2008 |
| Conglomerability and Representations G Cassese Journal of Convex Analysis 25 (3), 789-815, 2018 | 6 | 2018 |
| Asset Pricing in an Imperfect World G Cassese Economic Theory, (2017) 64, 539-570, 2016 | 6 | 2016 |
| The theorem of Halmos and Savage under finite additivity G Cassese Journal of Mathematical Analysis and Applications 437 (2), 870-881, 2016 | 4 | 2016 |
| Convergence in measure under finite additivity G Cassese Sankhya A 75, 171-193, 2013 | 4 | 2013 |
| Modelling the MIB30 Implied Volatility Surface: Does Efficiency Matter? G Cassese, M Guidolin Federal Reserve Bank of St. Louis, 2005 | 4* | 2005 |
| On the structure of finitely additive martingales G Cassese | 4 | 2003 |
| A Version of Komlós Theorem for Additive Set Functions G Cassese Sankhya A 78 (1), 105-123, 2016 | 3 | 2016 |
| Decomposition of supermartingales indexed by a linearly ordered set G Cassese Statistics & probability letters 77 (8), 795-802, 2007 | 3 | 2007 |
| Pricing and informational efficiency of the MIB30 index options market G Cassese, M Guidolin Università Bocconi, 2002 | 3 | 2002 |
| A Minimax Lemma and its Applications G Cassese Journal of Convex Analysis 30 (1), 18, 2023 | 2 | 2023 |
| Control measures on Boolean algebras G Cassese Journal of Mathematical Analysis and Applications 478 (2), 764-775, 2019 | 2 | 2019 |
| Supermartingale decomposition with a general index set G Cassese Stochastic processes and their applications 120 (7), 1060-1073, 2010 | 2 | 2010 |
