Andrea Cinfrignini

According to our database, Andrea Cinfrignini authored at least 3 papers between 2022 and 2024.

Collaborative distances:

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

2024

Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk.

Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi

Proceedings of the Scalable Uncertainty Management - 16th International Conference, 2024

2023

Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting.

Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi

Ann. Oper. Res., February, 2023

2022

Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks.

Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi

Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2022