Coherent Price Systems and Uncertainty-Neutral Valuation-Reference-Cited by-同舟云学术

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Coherent Price Systems and Uncertainty-Neutral Valuation

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Beissner Patrick

Publisher

Elsevier BV

Reference75 articles.

1. In order to define universal objects, we need the pathwise construction of stochastic integrals, (see F�llmer;Karandikar,1981

2. Linear and non-linear price decentralization;C Aliprantis;Journal of Economic Theory,2005

3. The Super Order Dual of an Ordered Vector Space and the Riesz-Kantorovich Formula;C Aliprantis;Transactions of the American Mathematical Society,2002

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fatou closedness under model uncertainty;Positivity;2018-03-24

2. Robust Valuation, Arbitrage Ambiguity and Profit & Loss Analysis;Journal of the Operations Research Society of China;2017-12-15

3. Viability and Arbitrage Under Knightian Uncertainty;SSRN Electronic Journal;2017

4. Financial markets with volatility uncertainty;Journal of Mathematical Economics;2014-08

5. A Robust Fundamental Theorem of Asset Pricing with Discrete Martingale Measures;SSRN Electronic Journal;2014

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