Two price economies in continuous time (Q470719)

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Two price economies in continuous time
scientific article

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    title
    Two price economies in continuous time (English)
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    author
    Ernst Eberlein
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    Dilip B. Madan
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    Martijn R. Pistorius
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    Wim Schoutens
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    Marc Yor
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    publication date
    13 November 2014
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    zbMATH Keywords
    distorted expectation
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    Choquet capacity
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    nonlinear expectations
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    G-expectations
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    acceptable risks
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    cites work
    Q3424864
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    Theory of capacities
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    Q5541647
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    Q4552656
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    TENOR SPECIFIC PRICING
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    Identifiers

    zbMATH DE Number
    6369111
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    OpenAlex ID
    W2057658085
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