Pages that link to "Item:Q3502124"
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The following pages link to ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124):
Displaying 15 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- The risk-neutral non-additive probability with market frictions (Q2157279) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)