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Decisions in Economics and Finance

A Journal of Applied Mathematics

Short Title: Decis. Econ. Finance
Publisher: Springer, Milan
ISSN: 1593-8883; 1129-6569/e
Online: https://link.springer.com/journal/10203/volumes-and-issues
Predecessor: Rivista di Matematica per le Scienze Economiche e Sociali
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 397 Publications (since 2000)
References Indexed: 354 Publications with 10,008 References.
all top 5

Authors

6 Naimzada, Ahmad K.
6 Sodini, Mauro
6 Tramontana, Fabio
5 Radi, Davide
5 Szidarovszky, Ferenc P.
4 Carosi, Laura
4 Costabile, Massimo
4 Ferrara, Massimiliano
4 Figà-Talamanca, Gianna
4 Gardini, Laura
4 Grasselli, Martino
4 Herzel, Stefano
4 Korn, Ralf
4 Kwok, Yue-Kuen
4 Leung, Chi Man
4 Mancino, Maria Elvira
4 Matsumoto, Akio
4 Pressacco, Flavio
4 Vargiolu, Tiziano
4 Wong, Kit Pong
4 Zanette, Antonino
3 Alòs, Elisa
3 Antonelli, Fabio
3 Bernard, Carole L.
3 Caristi, Giuseppe
3 Cerboni Baiardi, Lorenzo
3 Dal Forno, Arianna
3 De Angelis, Paolo
3 Galeotti, Marcello
3 Gori, Luca
3 Guerrini, Luca
3 Kountzakis, Christos E.
3 Lamantia, Fabio
3 LiCalzi, Marco
3 Martire, Antonio Luciano
3 Menegatti, Mario
3 Michetti, Elisabetta
3 Patacca, Marco
3 Pireddu, Marina
3 Sabino, Piergiacomo
3 Westerhoff, Frank H.
2 Alcantud, José Carlos Rodríguez
2 Amarante, Massimiliano
2 Andrikopoulos, Athanasios
2 Angelini, Flavio
2 Assa, Hirbod
2 Barilla, David
2 Baumann, Michael Heinrich
2 Biancardi, Marta Elena
2 Bisceglia, Michele
2 Blot, Joël
2 Broll, Udo
2 Brunelli, Matteo
2 Cambini, Riccardo
2 Campisi, Giovanni
2 Caravaggio, Andrea
2 Cassese, Gianluca
2 Cavalli, Fausto
2 Cavallo, Bice
2 Corazza, Marco
2 Cretarola, Alessandra
2 Crettez, Bertrand
2 D’Amico, Guglielmo
2 De Donno, Marzia
2 De Gennaro Aquino, Luca
2 De Marchis, Roberto
2 D’Ecclesia, Rita Laura
2 Dieci, Roberto
2 Escobar Anel, Marcos
2 Ewald, Christian-Oliver
2 Fajardo, José
2 Fanti, Luciano
2 Fedrizzi, Michele
2 Gaudenzi, Marcellino
2 Giorgi, Giorgio
2 Gori, Michele
2 Grassetti, Francesca
2 Graziano, Maria Gabriella
2 Grilli, Luca
2 Hobson, David Graham
2 Jeanblanc, Monique
2 Kopel, Michael
2 le Courtois, Olivier
2 Leccadito, Arturo
2 Levantesi, Susanna
2 Maddalena, Lucia
2 Mammana, Cristiana
2 Manca, Raimondo
2 Mari, Carlo
2 Marinacci, Massimo
2 Mastroeni, Loretta
2 Merlone, Ugo
2 Modica, Salvatore
2 Montrucchio, Luigi
2 Nardon, Martina
2 Ortu, Fulvio
2 Pansera, Bruno Antonio
2 Pianca, Paolo
2 Quittard-Pinon, François M.
2 Rásonyi, Miklós
...and 542 more Authors

Publications by Year

Citations contained in zbMATH Open

232 Publications have been cited 991 times in 890 Documents Cited by Year
Knightian decision theory. I. Zbl 1041.91023
Bewley, Truman F.
159
2002
Decision analysis using targets instead of utility functions. Zbl 1051.91503
Bordley, Robert; LiCalzi, Marco
30
2000
Homogeneous semi-Markov reliability models for credit risk management. Zbl 1125.91341
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
22
2005
Optimal consumption and investment under partial information. Zbl 1165.91410
Putschögl, Wolfgang; Sass, Jörn
19
2008
Conditional comonotonicity. Zbl 1063.60002
Jouini, Elyès; Napp, Clotilde
15
2004
A bidimensional approach to mortality risk. Zbl 1160.91366
Biffis, Enrico; Millossovich, Pietro
15
2006
Markovian lifts of positive semidefinite affine Volterra-type processes. Zbl 1432.91110
Cuchiero, Christa; Teichmann, Josef
14
2019
Moment explosions in the rough Heston model. Zbl 1432.91123
Gerhold, Stefan; Gerstenecker, Christoph; Pinter, Arpad
14
2019
Option pricing by large risk aversion utility under transaction costs. Zbl 1011.91043
Bouchard, B.; Kabanov, Yu. A.; Touzi, N.
12
2001
On the construction of optimal payoffs. Zbl 1444.91201
Rüschendorf, L.; Vanduffel, Steven
12
2020
The Aubin private core of differential information economies. Zbl 1125.91383
Graziano, Maria Gabriella; Meo, Claudia
12
2005
Discrete-time delay dynamics of boundedly rational monopoly. Zbl 1302.91135
Matsumoto, Akio; Szidarovszky, Ferenc
12
2014
Normal approximations by Stein’s method. Zbl 0985.60024
Rinott, Yosef; Rotar, Vladimir
12
2000
Financial economics without probabilistic prior assumptions. Zbl 1398.91613
Riedel, Frank
12
2015
Efficient Monte Carlo pricing of European options using mean value control variates. Zbl 1010.91051
Pellizzari, P.
11
2001
Optimal impulse control for cash management with quadratic holding-penalty costs. Zbl 1016.93071
Baccarin, Stefano
11
2002
An efficient binomial method for pricing American options. Zbl 1040.91047
Gaudenzi, Marcellino; Pressacco, Flavio
11
2003
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. Zbl 1302.91199
Tramontana, Fabio; Westerhoff, Frank; Gardini, Laura
11
2014
Pricing VIX options with stochastic volatility and random jumps. Zbl 1273.91442
Lian, Guang-Hua; Zhu, Song-Ping
11
2013
A note on mixture sets in decision theory. Zbl 1019.91013
Mongin, Philippe
9
2001
Path dependent volatility. Zbl 1160.35457
Foschi, Paolo; Pascucci, Andrea
9
2008
On the smoothness of optimal paths. Zbl 1091.91053
Blot, Joël; Crettez, Bertrand
9
2004
A combinatorial approach for pricing Parisian options. Zbl 1156.91364
Costabile, Massimo
9
2002
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads. Zbl 1137.91468
Ortu, Fulvio
8
2001
Market attention and Bitcoin price modeling: theory, estimation and option pricing. Zbl 1444.91208
Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
8
2020
Portfolio optimization in a defaultable market under incomplete information. Zbl 1257.91039
Callegaro, Giorgia; Jeanblanc, Monique; Runggaldier, Wolfgang J.
8
2012
Reaching nirvana with a defaultable asset? Zbl 1398.91502
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
8
2017
A migration equilibrium model with uncertain data and movement costs. Zbl 1398.91474
Causa, A.; Jadamba, B.; Raciti, F.
8
2017
Competition and cooperation in the exploitation of the groundwater resource. Zbl 1419.91544
Biancardi, Marta; Maddalena, Lucia
8
2018
The optimal capital structure of the firm with stable Lévy assets returns. Zbl 1160.91014
Le Courtois, Olivier; Quittard-Pinon, François
8
2008
The completion of security markets. Zbl 1152.91525
Kountzakis, Christos; Polyrakis, Ioannis A.
7
2006
Oligopoly models with different learning and production time scales. Zbl 1419.91462
Cavalli, Fausto; Naimzada, Ahmad; Sodini, Mauro
7
2018
Does market attention affect bitcoin returns and volatility? Zbl 1431.62474
Figá-Talamanca, Gianna; Patacca, Marco
7
2019
Explicit solutions for shortfall risk minimization in multinomial models. Zbl 1049.91084
Scagnellato, Caterina; Vargiolu, Tiziano
7
2002
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Zbl 1137.91455
Korn, Ralf; Oertel, Frank; Schäl, Manfred
7
2003
A uniqueness theorem for convex-ranged probabilities. Zbl 0987.28002
Marinacci, Massimo
7
2000
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff. Zbl 1106.91035
Sanfelici, Simona
6
2004
Utility indifference valuation for jump risky assets. Zbl 1273.91192
Ceci, Claudia; Gerardi, Anna
6
2011
Approximating exact expected utility via portfolio efficient frontiers. Zbl 1398.91509
Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria
6
2017
Ramsey rule with forward/backward utility for long-term yield curves modeling. Zbl 1492.91395
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed
6
2022
Linear cumulative prospect theory with applications to portfolio selection and insurance demand. Zbl 1218.91038
Schmidt, Ulrich; Zank, Horst
6
2007
Volatility estimation from observed option prices. Zbl 0988.91034
Boyle, Phelim P.; Thangaraj, Draviam
6
2000
An optimal insurance design problem under Knightian uncertainty. Zbl 1277.91075
Bernard, Carole; Ji, Shaolin; Tian, Weidong
6
2013
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. Zbl 1198.91073
Wang, Wen-Kai; Ewald, Christian-Oliver
5
2010
Optimal reinsurance and investment in a diffusion model. Zbl 1444.91191
Brachetta, Matteo; Schmidli, Hanspeter
5
2020
Robust calibration and arbitrage-free interpolation of SSVI slices. Zbl 1431.91390
Corbetta, Jacopo; Cohort, Pierre; Laachir, Ismail; Martini, Claude
5
2019
Market consistent valuations with financial imperfection. Zbl 1391.91167
Assa, Hirbod; Gospodinov, Nikolay
5
2018
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-penot subdifferential. Zbl 1397.90382
Caristi, Giuseppe; Ferrara, Massimiliano
5
2017
Cyclically monotone equilibrium problems and Ekeland’s principle. Zbl 1394.58006
Giuli, Massimiliano
5
2017
Genetic algorithm versus classical methods in sparse index tracking. Zbl 1398.91518
Giuzio, Margherita
5
2017
Some reflections on past and future of nonlinear dynamics in economics and finance. Zbl 1419.91475
Anufriev, Mikhail; Radi, Davide; Tramontana, Fabio
5
2018
Characterisation of optimal dual measures via distortion. Zbl 1131.60063
Monoyios, Michael
5
2006
Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346
Hobson, D. G.
5
2005
Gambling in contests modelled with diffusions. Zbl 1398.91295
Feng, Han; Hobson, David
5
2015
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options. Zbl 1165.91411
Sabino, Piergiacomo
4
2009
Sensitivities for Bermudan options by regression methods. Zbl 1198.91202
Belomestny, Denis; Milstein, G. N.; Schoenmakers, John
4
2010
Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153
Gaudenzi, Marcellino; Zanette, Antonino
4
2009
Arbitrage pricing theory and risk-neutral measures. Zbl 1106.91029
Rásonyi, Miklós
4
2004
A notion of conditional probability and some of its consequences. Zbl 1455.60006
Berti, Patrizia; Dreassi, Emanuela; Rigo, Pietro
4
2020
Groundwater extraction among overlapping generations: a differential game approach. Zbl 1465.91070
Biancardi, Marta; Maddalena, Lucia; Villani, Giovanni
4
2020
Incoherence measures and relations between coherence conditions for pairwise comparisons. Zbl 1465.91036
Brunelli, Matteo; Cavallo, Bice
4
2020
Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. Zbl 1470.91244
Khodamoradi, Tahereh; Salahi, Maziar; Najafi, Ali Reza
4
2021
Estimation of volatility in a high-frequency setting: a short review. Zbl 1432.91111
Jacod, Jean
4
2019
Semi-analytical prices for lookback and barrier options under the Heston model. Zbl 1432.91121
De Gennaro Aquino, Luca; Bernard, Carole
4
2019
Risk aversion and risk vulnerability in the continuous and discrete case. Zbl 1257.91021
Bohner, Martin; Gelles, Gregory M.
4
2012
How should a convertible bond be decomposed? Zbl 1257.91048
Zhu, Song-Ping; Zhang, Jing
4
2012
Robust games: theory and application to a Cournot duopoly model. Zbl 1398.91022
Crespi, Giovanni Paolo; Radi, Davide; Rocca, Matteo
4
2017
Risk management under a prudential policy. Zbl 1398.91677
Assa, Hirbod
4
2015
Fast and accurate calculation of American option prices. Zbl 1419.91644
Ballestra, Luca Vincenzo
4
2018
Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions. Zbl 1091.91032
Campi, Luciano
4
2004
On the relationship between absolute prudence and absolute risk aversion. Zbl 1160.91331
Maggi, Mario A.; Magnani, Umberto; Menegatti, Mario
4
2006
Representing complete and incomplete subjective linear preferences on random numbers. Zbl 1064.91031
Girotto, Bruno; Holzer, Silvano
4
2003
Option pricing with stochastic volatility models. Zbl 1052.91045
Herzel, Stefano
4
2000
Hedging and the competitive firm under correlated price and background risk. Zbl 1398.91664
Wong, Kit Pong
4
2014
Existence of financial equilibria with endogenous short selling restrictions and real assets. Zbl 1398.91390
Gori, Michele; Pireddu, Marina; Villanacci, Antonio
4
2014
The firm under uncertainty: real and financial decisions. Zbl 1274.91464
Broll, Udo; Wong, Kit Pong
4
2013
Knightian uncertainty and insurance regulation decision. Zbl 1165.91347
Chen, An; Su, Xia
3
2009
A closed-form solution for the continuous-time consumption model with endogenous labor income. Zbl 1198.91200
Zhang, Aihua
3
2010
An algorithm for winning coalitions in indirect control of corporations. Zbl 1010.91005
Prati, Nando; Denti, Enrico
3
2001
Homothetic preferences on star-shaped sets. Zbl 1051.91015
Maccheroni, Fabio
3
2001
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results. Zbl 1444.91197
De Donno, Marzia; Magnani, Marco; Menegatti, Mario
3
2020
Unawareness, priors and posteriors. Zbl 1165.91350
Modica, Salvatore
3
2008
Continuous-time mean-variance portfolio optimization in a jump-diffusion market. Zbl 1232.91603
Alp, Özge Sezgin; Korn, Ralf
3
2011
Underestimation functions for a rank-two partitioning method. Zbl 1468.90126
Cambini, Riccardo
3
2020
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. Zbl 1470.91285
Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni
3
2021
Volatility and volatility-linked derivatives: estimation, modeling, and pricing. Zbl 1431.91388
Alòs, Elisa; Mancino, Maria Elvira; Wang, Tai-Ho
3
2019
Asymptotic expansion for some local volatility models arising in finance. Zbl 1432.91107
Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
3
2019
A realized volatility approach to option pricing with continuous and jump variance components. Zbl 1432.91117
Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A.
3
2019
Optimal strategy for a fund manager with option compensation. Zbl 1391.91150
Nicolosi, Marco
3
2018
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities. Zbl 1398.91399
Bigi, Giancarlo; Passacantando, Mauro
3
2017
Stochastic Jacobian and Riccati ODE in affine term structure models. Zbl 1154.60056
Grasselli, Martino; Tebaldi, Claudio
3
2007
On the smoothness of optimal paths. II. Some local turnpike results. Zbl 1141.91035
Blot, Joël; Crettez, Bertrand
3
2007
Taxes and money in incomplete financial markets. Zbl 1151.91661
del Mercato, Elena L.; Villanacci, Antonio
3
2006
Stochastic demand correspondences and their aggregation properties. Zbl 1151.91397
Alcantud, José C. R.
3
2006
Kyle equilibrium under random price pressure. Zbl 1426.91315
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, José
3
2019
Lévy CARMA models for shocks in mortality. Zbl 1426.91222
Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit
3
2019
A two-step simulation procedure to analyze the exercise features of American options. Zbl 1091.91031
Basso, Antonella; Nardon, Martina; Pianca, Paolo
3
2004
An elementary core equivalence theorem in a countable economy. Zbl 1034.91053
Tasnádi, Attila
3
2002
Correlating Lévy processes with self-decomposability: applications to energy markets. Zbl 1480.91288
Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela
3
2021
Expectations and industry location: a discrete time dynamical analysis. Zbl 1310.91125
Agliari, Anna; Commendatore, Pasquale; Foroni, Ilaria; Kubin, Ingrid
3
2014
Locally-coherent multi-population mortality modelling via neural networks. Zbl 1518.91200
Perla, Francesca; Scognamiglio, Salvatore
1
2023
Modelplasticity and abductive decision making. Zbl 1515.91057
Mukhopadhyay, Subhadeep
1
2023
Differentiated goods in a dynamic Cournot duopoly with emission charges on output. Zbl 1515.91096
Naimzada, Ahmad; Pireddu, Marina
1
2023
Inverse data envelopment analysis without convexity: double frontiers. Zbl 1519.90080
Asadi, Farzaneh; Kordrostami, Sohrab; Amirteimoori, Alireza; Bazrafshan, Morteza
1
2023
Ramsey rule with forward/backward utility for long-term yield curves modeling. Zbl 1492.91395
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed
6
2022
Two representations of information structures and their comparisons. Zbl 1505.91145
Green, Jerry R.; Stokey, Nancy L.
3
2022
Calibration to FX triangles of the 4/2 model under the benchmark approach. Zbl 1491.91145
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard
2
2022
Long versus short time scales: the rough dilemma and beyond. Zbl 1492.91355
Garcin, Matthieu; Grasselli, Martino
2
2022
Beating the market? A mathematical puzzle for market efficiency. Zbl 1492.91347
Baumann, Michael Heinrich
1
2022
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders. Zbl 1492.91371
De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio
1
2022
Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. Zbl 1470.91244
Khodamoradi, Tahereh; Salahi, Maziar; Najafi, Ali Reza
4
2021
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. Zbl 1470.91285
Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni
3
2021
Correlating Lévy processes with self-decomposability: applications to energy markets. Zbl 1480.91288
Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela
3
2021
An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour. Zbl 1475.91281
Baione, Fabio; Biancalana, Davide; De Angelis, Paolo
2
2021
Longevity risk and economic growth in sub-populations: evidence from Italy. Zbl 1467.91117
Bozzo, Giuseppina; Levantesi, Susanna; Menzietti, Massimiliano
2
2021
Breaking ties in collective decision-making. Zbl 1511.91058
Bubboloni, Daniela; Gori, Michele
2
2021
Reverse mortgages through artificial intelligence: new opportunities for the actuaries. Zbl 1470.91226
di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; Tizzano, Roberto
1
2021
Modelling dynamic lapse with survival analysis and machine learning in CPI. Zbl 1470.91219
Aleandri, Marco; Eletti, Alessia
1
2021
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate. Zbl 1470.91227
Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino
1
2021
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures. Zbl 1467.91186
Haug, Espen Gaarder
1
2021
Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model. Zbl 1470.91129
Guerrazzi, Marco
1
2021
Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring. Zbl 1470.91111
Coppier, Raffaella; Grassetti, Francesca; Michetti, Elisabetta
1
2021
CSR leadership, spillovers, and first-mover advantage. Zbl 1480.91105
Kopel, Michael
1
2021
Learning in a double-phase cobweb model. Zbl 1480.91123
Cavalli, Fausto; Naimzada, Ahmad; Parisio, Lucia
1
2021
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. Zbl 1480.91273
Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio
1
2021
Cross-section instability in financial markets: impatience, extrapolation, and switching. Zbl 1480.91275
Dieci, Roberto; He, Xue-Zhong
1
2021
Investigating the relationship between volatilities of cryptocurrencies and other financial assets. Zbl 1480.91331
Ghorbel, Achraf; Jeribi, Ahmed
1
2021
A deep learning model for gas storage optimization. Zbl 1480.91153
Curin, Nicolas; Kettler, Michael; Kleisinger-Yu, Xi; Komaric, Vlatka; Krabichler, Thomas; Teichmann, Josef; Wutte, Hanna
1
2021
On the construction of optimal payoffs. Zbl 1444.91201
Rüschendorf, L.; Vanduffel, Steven
12
2020
Market attention and Bitcoin price modeling: theory, estimation and option pricing. Zbl 1444.91208
Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
8
2020
Optimal reinsurance and investment in a diffusion model. Zbl 1444.91191
Brachetta, Matteo; Schmidli, Hanspeter
5
2020
A notion of conditional probability and some of its consequences. Zbl 1455.60006
Berti, Patrizia; Dreassi, Emanuela; Rigo, Pietro
4
2020
Groundwater extraction among overlapping generations: a differential game approach. Zbl 1465.91070
Biancardi, Marta; Maddalena, Lucia; Villani, Giovanni
4
2020
Incoherence measures and relations between coherence conditions for pairwise comparisons. Zbl 1465.91036
Brunelli, Matteo; Cavallo, Bice
4
2020
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results. Zbl 1444.91197
De Donno, Marzia; Magnani, Marco; Menegatti, Mario
3
2020
Underestimation functions for a rank-two partitioning method. Zbl 1468.90126
Cambini, Riccardo
3
2020
Predictive distributions that mimic frequencies over a restricted subdomain. Zbl 1444.62032
Lad, Frank; Sanfilippo, Giuseppe
2
2020
Optimal Markov strategies. Zbl 1451.60043
Sudderth, William D.
2
2020
A note on rational inattention and rate distortion theory. Zbl 1444.91082
Denti, Tommaso; Marinacci, Massimo; Montrucchio, Luigi
2
2020
Shapley and superShapley aggregation emerging from consensus dynamics in the multicriteria Choquet framework. Zbl 1465.91054
Bortot, Silvia; Marques Pereira, Ricardo Alberto; Stamatopoulou, Anastasia
2
2020
Relations between coherence conditions and row orders in pairwise comparison matrices. Zbl 1465.91037
Cavallo, Bice; D’Apuzzo, Livia
2
2020
A special issue on the mathematics of subjective probability. Zbl 1493.00019
1
2020
Semilattices, canonical embeddings and representing measures. Zbl 1442.28002
Cassese, Gianluca
1
2020
Decisions on production and quality. Zbl 1442.49003
Grosset, Luca; Viscolani, Bruno
1
2020
Pricing and hedging defaultable participating contracts with regime switching and jump risk. Zbl 1444.91192
Le Courtois, Olivier; Quittard-Pinon, François; Su, Xiaoshan
1
2020
Interactive consistency correction in the analytic hierarchy process to preserve ranks. Zbl 1465.91043
Ishizaka, Alessio; Siraj, Sajid
1
2020
Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry. Zbl 1465.91124
Mensah, Emmanuel Kwasi
1
2020
Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures. Zbl 1465.91091
Anzilli, Luca; Giove, Silvio
1
2020
Inconsistency evaluation in pairwise comparison using norm-based distances. Zbl 1465.91040
Fedrizzi, Michele; Civolani, Nino; Critch, Andrew
1
2020
Integrating fuzzy goal programming and data envelopment analysis to incorporate preferred decision-maker targets in efficiency measurement. Zbl 1465.91039
Di Caprio, Debora; Ebrahimnejad, Ali; Ghiyasi, Mojtaba; Santos-Arteaga, Francisco J.
1
2020
Pricing electricity forwards under future information on the stochastic mean-reversion level. Zbl 1465.91115
Hess, Markus
1
2020
Constructing dynamic life tables with a single-factor model. Zbl 1468.91120
Atance, David; Balbás, Alejandro; Navarro, Eliseo
1
2020
Markovian lifts of positive semidefinite affine Volterra-type processes. Zbl 1432.91110
Cuchiero, Christa; Teichmann, Josef
14
2019
Moment explosions in the rough Heston model. Zbl 1432.91123
Gerhold, Stefan; Gerstenecker, Christoph; Pinter, Arpad
14
2019
Does market attention affect bitcoin returns and volatility? Zbl 1431.62474
Figá-Talamanca, Gianna; Patacca, Marco
7
2019
Robust calibration and arbitrage-free interpolation of SSVI slices. Zbl 1431.91390
Corbetta, Jacopo; Cohort, Pierre; Laachir, Ismail; Martini, Claude
5
2019
Estimation of volatility in a high-frequency setting: a short review. Zbl 1432.91111
Jacod, Jean
4
2019
Semi-analytical prices for lookback and barrier options under the Heston model. Zbl 1432.91121
De Gennaro Aquino, Luca; Bernard, Carole
4
2019
Volatility and volatility-linked derivatives: estimation, modeling, and pricing. Zbl 1431.91388
Alòs, Elisa; Mancino, Maria Elvira; Wang, Tai-Ho
3
2019
Asymptotic expansion for some local volatility models arising in finance. Zbl 1432.91107
Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
3
2019
A realized volatility approach to option pricing with continuous and jump variance components. Zbl 1432.91117
Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A.
3
2019
Kyle equilibrium under random price pressure. Zbl 1426.91315
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, José
3
2019
Lévy CARMA models for shocks in mortality. Zbl 1426.91222
Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit
3
2019
From volatility smiles to the volatility of volatility. Zbl 1432.91122
Dumas, Bernard; Luciano, Elisa
2
2019
Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods. Zbl 1432.91137
Hok, Julien; Tan, Shih-Hau
2
2019
Model-free stochastic collocation for an arbitrage-free implied volatility. I. Zbl 1431.91400
Le Floc’h, Fabien; Oosterlee, Cornelis W.
2
2019
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. Zbl 1426.91203
Bacinello, Anna Rita; Zoccolan, Ivan
2
2019
Coherent modeling of mortality patterns for age-specific subgroups. Zbl 1426.91220
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
2
2019
Estimating stochastic volatility: the rough side to equity returns. Zbl 1432.91124
Haynes, Jonathan; Schmitt, Daniel; Grimm, Lukas
1
2019
Asymptotic results for the Fourier estimator of the integrated quarticity. Zbl 1432.91112
Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
1
2019
On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method. Zbl 1432.91109
Cacace, F.; Germani, A.; Papi, M.
1
2019
A note on the implied volatility of floating strike Asian options. Zbl 1432.91118
Alòs, Elisa; León, Jorge A.
1
2019
Foreword special issue Deaf 2019 – MAF 2018. Zbl 1481.00042
1
2019
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment. Zbl 1426.91282
Albano, Giuseppina; La Rocca, Michele; Perna, Cira
1
2019
Competition and cooperation in the exploitation of the groundwater resource. Zbl 1419.91544
Biancardi, Marta; Maddalena, Lucia
8
2018
Oligopoly models with different learning and production time scales. Zbl 1419.91462
Cavalli, Fausto; Naimzada, Ahmad; Sodini, Mauro
7
2018
Market consistent valuations with financial imperfection. Zbl 1391.91167
Assa, Hirbod; Gospodinov, Nikolay
5
2018
Some reflections on past and future of nonlinear dynamics in economics and finance. Zbl 1419.91475
Anufriev, Mikhail; Radi, Davide; Tramontana, Fabio
5
2018
Fast and accurate calculation of American option prices. Zbl 1419.91644
Ballestra, Luca Vincenzo
4
2018
Optimal strategy for a fund manager with option compensation. Zbl 1391.91150
Nicolosi, Marco
3
2018
Poverty trap, boom and bust periods and growth. A nonlinear model for non-developed and developing countries. Zbl 1419.91494
Grassetti, Francesca; Mammana, Cristiana; Michetti, Elisabetta
2
2018
Technology choice in an evolutionary oligopoly game. Zbl 1419.91468
Lamantia, Fabio; Negriu, Anghel; Tuinstra, Jan
2
2018
Steady states, stability and bifurcations in multi-asset market models. Zbl 1419.91660
Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank
2
2018
A heterogeneous agent model of asset price dynamics with two time delays. Zbl 1419.91306
Guerrini, Luca; Matsumoto, Akio; Szidarovszky, Ferenc
2
2018
Real options signaling game models for dynamic acquisition under information asymmetry. Zbl 1391.91160
Leung, Chi Man; Kwok, Yue Kuen
1
2018
A piecewise linear model of credit traps and credit cycles: a complete characterization. Zbl 1419.91634
Matsuyama, Kiminori; Sushko, Iryna; Gardini, Laura
1
2018
Global indeterminacy and equilibrium selection in a model with depletion of non-renewable resources. Zbl 1419.91543
Bella, Giovanni; Mattana, Paolo
1
2018
Environmental depletion, defensive consumption and negative externalities. Zbl 1419.91492
Fiori Maccioni, Alessandro
1
2018
Effects of fixed and continuously distributed delays in a monopoly model with constant price elasticity. Zbl 1419.91298
Guerrini, Luca; Pecora, Nicolò; Sodini, Mauro
1
2018
A continuous-time heterogeneous duopoly model with delays. Zbl 1419.91459
Brianzoni, Serena; Campisi, Giovanni; Guerrini, Luca
1
2018
Advertising a product to face a competitor entry: a differential game approach. Zbl 1419.91460
Buratto, Alessandra; Wrzaczek, Stefan
1
2018
Reaching nirvana with a defaultable asset? Zbl 1398.91502
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
8
2017
A migration equilibrium model with uncertain data and movement costs. Zbl 1398.91474
Causa, A.; Jadamba, B.; Raciti, F.
8
2017
Approximating exact expected utility via portfolio efficient frontiers. Zbl 1398.91509
Carleo, Alessandra; Cesarone, Francesco; Gheno, Andrea; Ricci, Jacopo Maria
6
2017
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-penot subdifferential. Zbl 1397.90382
Caristi, Giuseppe; Ferrara, Massimiliano
5
2017
Cyclically monotone equilibrium problems and Ekeland’s principle. Zbl 1394.58006
Giuli, Massimiliano
5
2017
Genetic algorithm versus classical methods in sparse index tracking. Zbl 1398.91518
Giuzio, Margherita
5
2017
Robust games: theory and application to a Cournot duopoly model. Zbl 1398.91022
Crespi, Giovanni Paolo; Radi, Davide; Rocca, Matteo
4
2017
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities. Zbl 1398.91399
Bigi, Giancarlo; Passacantando, Mauro
3
2017
A set optimization approach to utility maximization under transaction costs. Zbl 1398.91258
Hamel, Andreas H.; Wang, Sophie Qingzhen
2
2017
...and 132 more Documents
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Cited by 1,307 Authors

13 D’Amico, Guglielmo
11 Manca, Raimondo
9 Marinacci, Massimo
8 Janssen, Jacques
8 Maccheroni, Fabio
7 Blot, Joël
7 Graziano, Maria Gabriella
7 Sabino, Piergiacomo
7 Westerhoff, Frank H.
6 Biancardi, Marta Elena
6 Cerreia-Vioglio, Simone
6 Cretarola, Alessandra
6 Figà-Talamanca, Gianna
6 Matsumoto, Akio
6 Naimzada, Ahmad K.
6 Sass, Jörn
6 Sushko, Iryna
6 Szidarovszky, Ferenc P.
6 Tramontana, Fabio
6 Villani, Giovanni
5 Basile, Achille
5 Bernard, Carole L.
5 Cheung, Ka Chun
5 Faro, José Heleno
5 Gu, Enguo
5 Jaber, Eduardo Abi
5 Menegatti, Mario
5 Nagurney, Anna
5 Pesce, Marialaura
5 Radi, Davide
5 Rásonyi, Miklós
5 Vanduffel, Steven
5 Vigna, Elena
5 Villanacci, Antonio
5 Wong, Hoi Ying
4 Assa, Hirbod
4 Bade, Sophie
4 Bäuerle, Nicole
4 Campi, Luciano
4 Carassus, Laurence
4 Cassese, Gianluca
4 Ceci, Claudia
4 Chen, An
4 Colaneri, Katia
4 Cuchiero, Christa
4 Dana, Rose-Anne
4 Daniele, Patrizia
4 de Castro, Luciano I.
4 De Donno, Marzia
4 Fabozzi, Frank J.
4 Gardini, Laura
4 Gaudenzi, Marcellino
4 Gerasímou, Georgios
4 Giarlotta, Alfio
4 Greco, Salvatore
4 Herzel, Stefano
4 Iannucci, Gianluca
4 Karni, Edi
4 Marazzina, Daniele
4 Pascucci, Andrea
4 Pireddu, Marina
4 Polyrakis, Ioannis A.
4 Rachev, Svetlozar T.
4 Riella, Gil
4 Sanfelici, Simona
4 Sodini, Mauro
4 Spizzichino, Fabio L.
4 Stoye, Jörg
4 Tian, Weidong
4 Vargiolu, Tiziano
4 Wunderlich, Ralf
4 Yannelis, Nicholas Constantine
4 Zanette, Antonino
4 Zastawniak, Tomasz
3 Alcantud, José Carlos Rodríguez
3 Amarante, Massimiliano
3 Beißner, Patrick
3 Biagini, Francesca
3 Bo, Lijun
3 Bohner, Martin J.
3 Bordley, Robert F.
3 Brunelli, Matteo
3 Burzoni, Matteo
3 Capponi, Agostino
3 Castagnoli, Erio
3 Cufaro Petroni, Nicola
3 Desmettre, Sascha
3 Dominiak, Adam
3 Ewald, Christian-Oliver
3 Fedrizzi, Michele
3 Ghirardato, Paolo
3 Gilboa, Itzhak
3 Grant, Simon
3 Guardasoni, Chiara
3 Haberman, Steven
3 Han, Bingyan
3 Hayek, Naïla
3 Heidarkhani, Shapour
3 Huynh, Van-Nam
3 Katsikis, Vasilios N.
...and 1,207 more Authors
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Cited in 198 Journals

64 Decisions in Economics and Finance
49 Journal of Economic Theory
38 Journal of Mathematical Economics
34 European Journal of Operational Research
33 Economic Theory
26 International Journal of Theoretical and Applied Finance
25 Quantitative Finance
24 Insurance Mathematics & Economics
20 SIAM Journal on Financial Mathematics
19 Theory and Decision
19 Finance and Stochastics
17 Mathematical Social Sciences
17 Mathematical Finance
16 Mathematics and Financial Economics
15 Applied Mathematics and Computation
15 Journal of Economic Dynamics & Control
14 Games and Economic Behavior
12 Computational Management Science
11 ASTIN Bulletin
10 Economics Letters
10 Communications in Nonlinear Science and Numerical Simulation
9 Annals of Operations Research
9 Methodology and Computing in Applied Probability
8 Optimization
8 Applied Mathematical Finance
7 Applied Mathematics and Optimization
7 Mathematical Methods of Operations Research
6 Journal of Mathematical Analysis and Applications
6 Chaos, Solitons and Fractals
6 Journal of Optimization Theory and Applications
6 Journal of Difference Equations and Applications
6 Scandinavian Actuarial Journal
6 Journal of Industrial and Management Optimization
6 Annals of Finance
5 Advances in Applied Probability
5 Fuzzy Sets and Systems
5 Journal of Computational and Applied Mathematics
5 Journal of Mathematical Psychology
5 Mathematics of Operations Research
5 The Annals of Applied Probability
5 Stochastic Processes and their Applications
5 North American Actuarial Journal
5 Theoretical Economics
4 Mathematics and Computers in Simulation
4 SIAM Journal on Control and Optimization
4 Operations Research Letters
4 Journal of Economics
4 International Journal of Approximate Reasoning
4 Japan Journal of Industrial and Applied Mathematics
4 Communications in Statistics. Theory and Methods
4 Computational Economics
4 Mathematical Problems in Engineering
4 Abstract and Applied Analysis
4 Probability in the Engineering and Informational Sciences
3 Journal of Econometrics
3 Operations Research
3 Statistics & Probability Letters
3 Stochastic Analysis and Applications
3 Social Choice and Welfare
3 Journal of Global Optimization
3 Computational Statistics
3 International Journal of Computer Mathematics
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 International Transactions in Operational Research
3 Chaos
3 OR Spectrum
3 Fuzzy Optimization and Decision Making
3 Statistical Methods and Applications
3 International Journal of Economic Theory
3 Dynamic Games and Applications
3 Statistics & Risk Modeling
3 Nonautonomous Dynamical Systems
2 Computers & Mathematics with Applications
2 Physica A
2 Automatica
2 International Journal of Mathematics and Mathematical Sciences
2 International Journal of Game Theory
2 Journal of Applied Probability
2 Synthese
2 Acta Applicandae Mathematicae
2 Econometric Reviews
2 Numerical Algorithms
2 Linear Algebra and its Applications
2 Journal of Nonparametric Statistics
2 Positivity
2 Soft Computing
2 Discrete Dynamics in Nature and Society
2 Review of Economic Design
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastics and Dynamics
2 Discrete and Continuous Dynamical Systems. Series S
2 European Actuarial Journal
2 Croatian Operational Research Review (CRORR)
2 Decision Analysis
2 Stochastic Systems
2 Minimax Theory and its Applications
2 Probability, Uncertainty and Quantitative Risk
1 The Canadian Journal of Statistics
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
...and 98 more Journals
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Cited in 35 Fields

747 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
221 Probability theory and stochastic processes (60-XX)
91 Operations research, mathematical programming (90-XX)
90 Statistics (62-XX)
70 Systems theory; control (93-XX)
49 Numerical analysis (65-XX)
47 Calculus of variations and optimal control; optimization (49-XX)
29 Partial differential equations (35-XX)
18 Dynamical systems and ergodic theory (37-XX)
14 Computer science (68-XX)
13 Ordinary differential equations (34-XX)
11 Difference and functional equations (39-XX)
10 Mathematical logic and foundations (03-XX)
8 Measure and integration (28-XX)
8 Functional analysis (46-XX)
5 Order, lattices, ordered algebraic structures (06-XX)
5 Integral transforms, operational calculus (44-XX)
5 Integral equations (45-XX)
5 Operator theory (47-XX)
5 Biology and other natural sciences (92-XX)
4 General and overarching topics; collections (00-XX)
3 Real functions (26-XX)
3 General topology (54-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Information and communication theory, circuits (94-XX)
2 Combinatorics (05-XX)
2 Topological groups, Lie groups (22-XX)
2 Approximations and expansions (41-XX)
2 Convex and discrete geometry (52-XX)
1 Number theory (11-XX)
1 Functions of a complex variable (30-XX)
1 Special functions (33-XX)
1 Differential geometry (53-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Mathematics education (97-XX)

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