Pages that link to "Item:Q6099394"
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The following pages link to Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394):
Displaying 4 items.
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
- Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions (Q6178725) (← links)
- Evaluating uncertainty with vertical barrier models (Q6548455) (← links)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)
