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Lorenzo Bastianello

6 papers hereh-index 558 citations14 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • econ.TH6
same name
  • Lorenzo Bastianello — 1 paper, h 0
  • Lorenzo Bastianello — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedPut-Call Parities, absence of arbitrage opportunities and non-linear pricing rules

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

econ.TH2019

Time discounting under uncertainty

Lorenzo Bastianello, José Heleno Faro

We study intertemporal decision making under uncertainty. We fully characterize discounted expected utility in a framework à la Savage. Despite the popularity of this model, no cha…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.