Sabrina Mulinacci

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Top Venues

Fuzzy Sets Syst.

Appl. Math. Lett.

Publications

Sabrina Mulinacci, Massimo Ricci
Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors. Fuzzy Sets Syst. 485 (2024)
Umberto Cherubini, Sabrina Mulinacci
-fuzzy measures. Fuzzy Sets Syst. 412 (2021)
Umberto Cherubini, Sabrina Mulinacci
Contagion-based distortion risk measures. Appl. Math. Lett. 27 (2014)
Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli
A copula-based model of speculative price dynamics in discrete time. J. Multivar. Anal. 102 (6) (2011)
Sabrina Mulinacci
The efficient hedging problem for American options. Finance Stochastics 15 (2) (2011)
Sabrina Mulinacci, Maurizio Pratelli
Functional convergence of Snell envelopes: Applications to American options approximations. Finance Stochastics 2 (3) (1998)