CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867): Difference between revisions

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+Convex games and extreme points
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+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Martingales and arbitage in securities markets with transaction costs
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
+Normal rank
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+Subjective Probability and Expected Utility without Additivity
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+Characterizing optimism amd pessimism directly through comonotonicity
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank