Price as a Choice Under Nonstochastic Randomness in Finance-Reference-Cited by-同舟云学术

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Price as a Choice Under Nonstochastic Randomness in Finance

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

Author:

Ivanenko Yaroslav,Munier Bertrand René

Publisher

Elsevier BV

Reference73 articles.

1. The role of Securities in the Optimal Allocation of risk-Bearing;K J Arrow;Essays in the Theory of Risk-Bearing,1970

2. Coherent measures of risk;P Artzner;Mathematical Finance,1999

3. Pricing and hedging derivative securities in markets with uncertain volatilities;M Avellaneda;Applied Mathematical Finance,1995

4. On the fundamental theorem of asset pricing with an infinite state space;K Back;Journal of Mathematical Economics,1991

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