Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions
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Publication:6143820
DOI10.1137/23m1604096zbMath1528.91075arXiv2310.07291OpenAlexW4388695477MaRDI QIDQ6143820
Publication date: 5 January 2024
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2310.07291
Interest rates, asset pricing, etc. (stochastic models) (91G30) History of game theory, economics, and finance (91-03)
Cites Work
- The Pricing of Options and Corporate Liabilities
- Martingales and arbitrage in multiperiod securities markets
- A general version of the fundamental theorem of asset pricing
- De Finetti was right: Probability Does Not exist
- The fundamental theorems of prevision and asset pricing
- Fair bets and inductive probabilities
- Equivalent martingale measures and no-arbitrage in stochastic securities market models
- Sul significato soggettivo della probabilità
- Pointwise Arbitrage Pricing Theory in Discrete Time
- Coherence and the axioms of confirmation
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