ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
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Publication:3502124
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Cites work
- scientific article; zbMATH DE number 3434895 (Why is no real title available?)
- A general version of the fundamental theorem of asset pricing
- A stochastic calculus model of continuous trading: Complete markets
- Additivity, utility, and subjective probability
- An Intertemporal Capital Asset Pricing Model
- An Introduction to Banach Space Theory
- Arbitrage and equilibrium in economies with infinitely many commodities
- Arbitrage approximation theory
- Asset Prices in an Exchange Economy with Habit Formation
- Asset pricing for general processes
- Case-Based Decision Theory
- Completeness of securities market models -- an operator point of view
- Finitely additive supermartingales
- Martingale densities for general asset prices
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- On general minimax theorems
- Optimal Portfolio Choice under Heterogeneous Beliefs
- The pricing of options and corporate liabilities
- The valuation problem in arbitrage price theory
Cited in
(15)- Lower and upper pricing of financial assets
- Yan theorem in \(L^{\infty}\) with applications to asset pricing
- The risk-neutral non-additive probability with market frictions
- Continuous-time trading and the emergence of probability
- Robust pricing-hedging dualities in continuous time
- The no-arbitrage pricing of non-traded assets
- Asset pricing in an imperfect world
- Robust pricing and hedging of double no-touch options
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
- Benchmarking in two price financial markets
- Complete and competitive financial markets in a complex world
- Finitely additive supermartingales
- Universal arbitrage aggregator in discrete-time markets under uncertainty
- Sure wins, separating probabilities and the representation of linear functionals
- A unified framework for robust modelling of financial markets in discrete time
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