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Probability and finance : it's only a game!
Shafer, Glenn; Vovk, Vladimir - 2001
Persistent link: https://www.econbiz.de/10001558958
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien (contributor); Kaniel, Ron (contributor) - 2008 - [Rev.]
Persistent link: https://www.econbiz.de/10003770599
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien; Kaniel, Ron - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
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Game-theoretic foundations for probability and finance
Shafer, Glenn; Vovk, Vladimir - 2019 - First edition
Persistent link: https://www.econbiz.de/10012014639
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Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
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Price recall, Bertrand paradox and the price ispersion with elastic demand
Carvalho, Miguel - 2009
Persistent link: https://www.econbiz.de/10003884367
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Demand uncertainty, incomplete markets, and the optimality of rationing
Peck, James - In: Journal of economic theory 70 (1996) 2, pp. 342-363
Persistent link: https://www.econbiz.de/10001206838
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Durable goods and tariff protection
Ono, Hiroshi - In: Economic journal of Hokkaido University 29 (2000), pp. 1-18
Persistent link: https://www.econbiz.de/10001598320
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Monotone matching in perfect and imperfect worlds
Legros, Patrick; Newman, Andrew F. - In: The review of economic studies 69 (2002) 4, pp. 925-942
Persistent link: https://www.econbiz.de/10001706131
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Strategic market games with a finite horizon and incomplete markets
Giraud, Gaël (contributor); Weyers, Sonia (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631896