5 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2023
The birth of (a robust) Arbitrage Theory in de Finetti's early contributions
Marco Maggis
\textit{Il significato soggettivo della probabilità} (1931) by B. de Finetti \cite{deF} is unanimously considered the rise of `subjectivism', a notion which strongly influenced bot…
q-fin.MF2014★ 5 cited
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty
Matteo Burzoni, Marco Frittelli, Marco Maggis
In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a cl…
q-fin.RM2010★ 2 cited
Dual Representation of Quasiconvex Conditional Maps
Marco Frittelli, Marco Maggis
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quas…