scientific article; zbMATH DE number 5722232

MaRDI QIDQ3567514zbMATH OpenFDO

Authors Ilya S. Molchanov

Publication date 17 June 2010

zbMATH Keywords

option pricesrandom setsrisk measurestransaction costs

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Financial applications of other theories (91G80)

Cited in

(6)

• Bootstrap confidence sets for the Aumann mean of a random closed set
• Random sets lotteries and decision theory
• Events of Borel sets, construction of Borel sets and random variables for stochastic finance
• Inference on sets in finance
• Random Sets in Econometrics
• A new measure between sets of probability distributions with applications to erratic financial behavior

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