Arbitrage-free modeling under Knightian uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11579-020-00267-w.pdf
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2. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis: A Hitchhiker’s Guide. Springer, Berlin (2006). https://doi.org/10.1007/3-540-29587-9
3. Aliprantis, C.D., Tourky, R.: The Super Order Dual of an Ordered Vector Space and the Riesz-Kantorovich Formula. Transactions of the American Mathematical Society 354(5), 2055–2077 (2002). https://doi.org/10.1090/S0002-9947-01-02925-7
4. Aliprantis, C.D., Tourky, R., Yannelis, N.C.: A theory of value with non-linear prices: equilibrium analysis beyond vector lattices. J. Econ. Theory 100(1), 22–72 (2001). https://doi.org/10.1006/jeth.2000.2721
5. Bachelier, L.: Théorie de la spéculation. Annales scientifiques de l’École Normale Supérieure 3e série 17, 21–86 (1900). https://doi.org/10.24033/asens.476
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1. Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time;SIAM Journal on Financial Mathematics;2022-05-16
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