Associate Professor at University of Perugia
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alpha-DS-mixture
alpha-DS-mixture PublicCalibration procedure for the alpha-DS-mixture model
Python
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bid-ask-DS
bid-ask-DS PublicMarket data calibration and bid-ask option pricing under Dempster-Shafer uncertainty
Python
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behavioral-portfolio
behavioral-portfolio PublicBehavioral dynamic portfolio selection in a binomial market with S-shaped utility and epsilon-contaminations
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