Pricing and hedging in a single period market with random interval valued assets-Reference-Cited by-同舟云学术

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Pricing and hedging in a single period market with random interval valued assets

Published:2013-11 Issue:9 Volume:54 Page:1310-1321
ISSN:0888-613X
Container-title:International Journal of Approximate Reasoning
language:en
Short-container-title:International Journal of Approximate Reasoning

Author:

You Surong

Publisher

Elsevier BV

Subject

Applied Mathematics,Artificial Intelligence,Theoretical Computer Science,Software

Reference30 articles.

1. Knightian uncertainty in financial markets: An assessment;Basili;Economic Notes by Banca Monte dei Paschi di Siena SpA,2001

2. Dynamic Asset Pricing Theory;Duffie,2001

3. Stochastic Finance: An Introduction in Discrete Time;Follmer,2004

4. Towards a unified theory of imprecise probability;Walley;International Journal of Approximate Reasoning,2000

5. Statistical Reasoning with Imprecise Probabilities;Walley,1991

Cited by 1 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. Interval-valued upside potential and downside risk portfolio optimisation;Economic Research-Ekonomska Istraživanja;2017-01

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