Pages that link to "Item:Q663197"
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The following pages link to Pricing rules and Arrow-Debreu ambiguous valuation (Q663197):
Displaying 12 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Submodular financial markets with frictions (Q2143910) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- General equilibrium, preferences and financial institutions after the crisis (Q2256987) (← links)
- Updating pricing rules (Q2323301) (← links)
- Decomposition-integral: unifying Choquet and the concave integrals (Q2447165) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS (Q6119778) (← links)
