Pages that link to "Item:Q2157279"
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The following pages link to The risk-neutral non-additive probability with market frictions (Q2157279):
Displaying 8 items.
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Submodular financial markets with frictions (Q2143910) (← links)
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
- CHOQUET INSURANCE PRICING: A CAVEAT (Q4673854) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)