Pages that link to "Item:Q4226867"

The following pages link to CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867):

Displaying 43 items.

• Cost-efficient contingent claims with market frictions (Q253119) (← links)
• A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
• Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• Dynamic capital allocation with distortion risk measures (Q704405) (← links)
• An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
• Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
• Put-call parity and market frictions (Q894049) (← links)
• Preferences representable by a lower expectation: Some characterizations (Q928751) (← links)
• Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
• On distribution-free safe layer-additive pricing (Q1265936) (← links)
• Families of update rules for non-additive measures: applications in pricing risks. (Q1276454) (← links)
• Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
• Axiomatic characterization of insurance prices (Q1381468) (← links)
• Comonotonic book making and attitudes to uncertainty. (Q1402481) (← links)
• Insurance premia consistent with the market. (Q1413357) (← links)
• Choquet pricing and equilibrium. (Q1413404) (← links)
• Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
• Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
• Properties of bid and ask reservation prices in the rank-dependent expected utility model (Q1590373) (← 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)
• Conditional comonotonicity (Q1770205) (← links)
• Stochastic measures of arbitrage. (Q1871422) (← links)
• Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
• Extensions and distortions of \(\lambda\)-fuzzy measures (Q2048754) (← links)
• Submodular financial markets with frictions (Q2143910) (← links)
• Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
• The risk-neutral non-additive probability with market frictions (Q2157279) (← links)
• Updating pricing rules (Q2323301) (← links)
• Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
• Decomposition-integral: unifying Choquet and the concave integrals (Q2447165) (← links)
• Dynamic coherent risk measures (Q2485772) (← links)
• Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
• Representation of maxitive measures: An overview (Q2986047) (← links)
• On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
• COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
• RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
• Nonmonotonic Choquet integrals (Q5953015) (← links)
• Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
• A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS (Q6119778) (← links)
• Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)