Sabrina Mulinacci

According to our database, Sabrina Mulinacci authored at least 5 papers between 1998 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Extensions and distortions of <i>λ</i>-fuzzy measures.

Umberto Cherubini, Sabrina Mulinacci

Fuzzy Sets Syst., 2021

2014

Contagion-based distortion risk measures.

Umberto Cherubini, Sabrina Mulinacci

Appl. Math. Lett., 2014

2011

A copula-based model of speculative price dynamics in discrete time.

Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli

J. Multivar. Anal., 2011

The efficient hedging problem for American options.

Sabrina Mulinacci

Finance Stochastics, 2011

1998

Functional convergence of Snell envelopes: Applications to American options approximations.

Sabrina Mulinacci, Maurizio Pratelli

Finance Stochastics, 1998