Two price economies in continuous time
Year of publication: |
2014
|
---|---|
Authors: | Eberlein, Ernst ; Madan, Dilip B. ; Pistorius, Martijn ; Schoutens, Wim ; Yor, Marc |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 1, p. 71-100
|
Subject: | Distorted expectation | Choquet capacity | Nonlinear expectations | G-expectations | Acceptable risks | Erwartungsbildung | Expectation formation | Theorie | Theory | Risiko | Risk | CAPM |
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