Two price economies in continuous time
Ernst Eberlein; Dilip Madan; Martijn Pistorius; Wim Schoutens; Marc Yor
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010244607