Updating pricing rules (Q2323301): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s00199-018-1125-9
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@@ Property / OpenAlex ID @@
+W2803932521
@@ Property / OpenAlex ID: W2803932521 / rank @@
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@@ Property / cites work @@
+Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
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+Pricing rules and Arrow-Debreu ambiguous valuation
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@@ Property / cites work @@
+Financial market structures revealed by pricing rules: efficient complete markets are prevalent
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@@ Property / cites work @@
+Insurance premia consistent with the market.
@@ Property / cites work: Insurance premia consistent with the market. / rank @@
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@@ Property / cites work @@
+Put-call parity and market frictions
@@ Property / cites work: Put-call parity and market frictions / rank @@
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@@ Property / cites work @@
+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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@@ Property / cites work @@
+Regular updating
@@ Property / cites work: Regular updating / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamically consistent beliefs must be Bayesian
@@ Property / cites work: Dynamically consistent beliefs must be Bayesian / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
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@@ Property / cites work @@
+Q3979388
@@ Property / cites work: Q3979388 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite dimensional convexity and optimization
@@ Property / cites work: Finite dimensional convexity and optimization / rank @@
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@@ Property / cites work @@
+Dynamic consistency, valuable information and subjective beliefs
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@@ Property / cites work @@
+Revisiting savage in a conditional world
@@ Property / cites work: Revisiting savage in a conditional world / rank @@
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@@ Property / cites work @@
+Revealed Ambiguity and Its Consequences: Updating
@@ Property / cites work: Revealed Ambiguity and Its Consequences: Updating / rank @@
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@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian updating and belief functions
@@ Property / cites work: Bayesian updating and belief functions / rank @@
+Normal rank
@@ Property / cites work @@
+Price functionals with bid-ask spreads: An axiomatic approach
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@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
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@@ Property / cites work @@
+Asset Pricing in Economies with Frictions
@@ Property / cites work: Asset Pricing in Economies with Frictions / rank @@
+Normal rank
@@ Property / cites work @@
+A rule for updating ambiguous beliefs
@@ Property / cites work: A rule for updating ambiguous beliefs / rank @@
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@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
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@@ Property / cites work @@
+Q5287551
@@ Property / cites work: Q5287551 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic choice under ambiguity
@@ Property / cites work: Dynamic choice under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Update rules for convex risk measures
@@ Property / cites work: Update rules for convex risk measures / rank @@
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