Price as a choice under nonstochastic randomness in finance
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Publication:3119614
DOI10.3233/RDA-2012-0080zbMath1409.91235OpenAlexW3122859759MaRDI QIDQ3119614
Yaroslav Ivanenko, Bertrand R. Munier
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2012-0080
decision theoryportfolio choicerandomnessbid-ask spreadfinitely-additive measuresstatistical instabilityderivatives valuationuncertainty profiling
Decision theory (91B06) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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