Liquidity and credit risk (Q4541602): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504860110061013
+Normal rank
@@ Property / OpenAlex ID @@
+W2045311659
@@ Property / OpenAlex ID: W2045311659 / rank @@
+Normal rank
@@ Property / cites work @@
+Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
+Normal rank
@@ Property / cites work @@
+Recent developments in modeling preferences: Uncertainty and ambiguity
+Normal rank
@@ Property / cites work @@
+Fuzzy measures and asset prices: accounting for information ambiguity
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Upper and Lower Probabilities Induced by a Multivalued Mapping
+Normal rank
@@ Property / cites work @@
+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal Asset Pricing under Knightian Uncertainty
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
+Normal rank