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subject:"Wahrscheinlichkeitsrechnung"
~person:"Chateauneuf, Alain"
~subject:"Bayesian inference"
~type_genre:"Article in journal"
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Wahrscheinlichkeitsrechnung
Bayesian inference
Probability theory
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3
Absence of arbitrage opportunities
1
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Put-call parity
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Risk-neutral nonadditive probability
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Chateauneuf, Alain
Karni, Edi
15
Constantinescu, Corina
10
Zappia, Carlo
10
Cheung, Eric C. K.
9
Gallant, A. Ronald
9
Geweke, John
9
Bickel, J. Eric
8
Willmot, Gordon E.
8
Xu, Zeshui
8
Brady, Michael Emmett
7
Ciecka, James E.
7
Wakker, Peter P.
7
Winkler, Robert L.
7
Young, Virginia R.
7
Albrecher, Hansjörg
6
Budescu, David V.
6
Chen, Yiqing
6
Dickson, David C. M.
6
Fabozzi, Frank J.
6
Landriault, David
6
Lefevre, Claude
6
Mandjes, Michel
6
Natarajan, Karthik
6
Phillips, Peter C. B.
6
Račev, Svetlozar T.
6
Vernic, Raluca
6
Wong, Wing Keung
6
Ackooij, Wim van
5
Balakrishnan, Narayanaswamy
5
Blavatskyy, Pavlo R.
5
Clements, Michael P.
5
Fishburn, Peter C.
5
Kabanov, Jurij M.
5
Kim, Bara
5
Kim, Jeongsim
5
Krämer, Walter
5
Landsman, Zinoviy
5
Magnus, Jan R.
5
Masuyama, Hiroyuki
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Journal of mathematical economics
3
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1
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ECONIS (ZBW)
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The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory bulletin
10
(
2022
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10013262870
Saved in:
2
Partial probabilistic information
Chateauneuf, Alain
;
Ventura, Caroline
- In:
Journal of mathematical economics
47
(
2011
)
1
,
pp. 22-28
Persistent link: https://www.econbiz.de/10009306508
Saved in:
3
Decomposable capacities, distorted probabilities and concave capacities
Chateauneuf, Alain
- In:
Mathematical social sciences
31
(
1996
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10001200643
Saved in:
4
On the use of capacities in modeling uncertainty aversion and risk aversion
Chateauneuf, Alain
- In:
Journal of mathematical economics
20
(
1991
)
4
,
pp. 343-369
Persistent link: https://www.econbiz.de/10001117172
Saved in:
5
On the existence of a probability measure compatible with a total preorder on a Boolean algebra
Chateauneuf, Alain
- In:
Journal of mathematical economics
14
(
1985
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10001010197
Saved in:
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