Nonlinear Averaging Axioms in Financial Mathematics and Stock Price Dynamics

DOI10.1137/S0040585X97980774zbMath1089.91026MaRDI QIDQ4830890

V. P. Maslov

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

profitexpectationbankstockuncertainty factorvalue of a random variable

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

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