Issue 1/2020
Special Issue : The Mathematics of Subjective Probability
Content (19 Articles)
Editorial
A special issue on the mathematics of subjective probability
Gianluca Cassese, Pietro Rigo, Barbara Vantaggi
A notion of conditional probability and some of its consequences
Patrizia Berti, Emanuela Dreassi, Pietro Rigo
Predictive distributions that mimic frequencies over a restricted subdomain
Frank Lad, Giuseppe Sanfilippo
S.I. : The Mathematics of Subjective Probability
Semilattices, canonical embeddings and representing measures
Gianluca Cassese
A note on rational inattention and rate distortion theory
Tommaso Denti, Massimo Marinacci, Luigi Montrucchio
Original research
A dynamic private property resource game with asymmetric firms
Luca Grilli, Michele Bisceglia
A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics
Ahmad Naimzada, Marina Pireddu
Market attention and Bitcoin price modeling: theory, estimation and option pricing
Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
Marzia De Donno, Marco Magnani, Mario Menegatti
Trading strategy with stochastic volatility in a limit order book market
Qing-Qing Yang, Wai-Ki Ching, Jiawen Gu, Tak-Kuen Siu
Pricing and hedging defaultable participating contracts with regime switching and jump risk
Olivier Le Courtois, François Quittard-Pinon, Xiaoshan Su