The financial value of knowing the distribution of stock prices in discrete market models-Reference-Cited by-同舟云学术

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The financial value of knowing the distribution of stock prices in discrete market models

Published:2019-05-22 Issue:5 Volume:12 Page:883-899
ISSN:1944-4184
Container-title:Involve, a Journal of Mathematics
language:en
Short-container-title:Involve

Author:

Amiran Ayelet,Baudoin Fabrice,Brock Skylyn,Coster Berend,Craver Ryan,Ezeaka Ugonna,Mariano Phanuel,Wishart Mary

Publisher

Mathematical Sciences Publishers

Subject

General Mathematics

Link

https://msp.org/involve/2019/12-5/involve-v12-n5-p11-s.pdf

Reference6 articles.

1. Modeling Anticipations on Financial Markets

2. The financial value of a weak information on a financial market

3. Maxmin expected utility with non-unique prior

4. Martingale and Duality Methods for Utility Maximization in an Incomplete Market

5. Relative Risk Aversion: What Do We Know?

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