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Utilité non linéaire et mesure...
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66
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Valuing future cash flows with non separable discount factors and non additive subjective measures : conditional Choquet capacities on time and on uncertainty
Kast, Robert
;
Lapied, André
- In:
Theory and decision : an international journal for …
69
(
2010
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10003992436
Saved in:
2
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert
;
Lapied, André
;
Roubaud, David
- In:
Economic modelling
38
(
2014
),
pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
Saved in:
3
Choquet pricing for financial markets with frictions
Chateauneuf, Alain
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 323-330
Persistent link: https://www.econbiz.de/10001208955
Saved in:
4
Evaluation de risques controversés par la théorie des options réelles
Kast, Robert
;
Lapied, André
;
Pardo, Sophie
; …
- In:
Economie & prévision : EP
(
2001
)
3
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001658613
Saved in:
5
L' évaluation des risques dans les projets publics
Kast, Robert
;
Lapied, André
- In:
Economie publique : revue de l'Institut d'Economie Publique
(
2002
)
1
,
pp. 9-34
Persistent link: https://www.econbiz.de/10001781125
Saved in:
6
Construction d'un portefeuille sous-jacent virtuel
Pardo, Sophie
;
Kast, Robert
;
Lapied, André
- In:
Revue économique : revue bimestrielle
55
(
2004
)
3
,
pp. 407-418
Persistent link: https://www.econbiz.de/10002068695
Saved in:
7
Non-linear asset valuation on markets with frictions
De Waegenaere, Anja
;
Kast, Robert
;
Lapied, André
-
1996
Persistent link: https://www.econbiz.de/10000951709
Saved in:
8
Probabilité individuelle et probabilité de marché
Kast, Robert
- In:
Calcul économique et politique économique en …
,
(pp. 353-379)
.
1992
Persistent link: https://www.econbiz.de/10001288562
Saved in:
9
Choquet pricing for financial markets with frictions
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 182-208)
.
1992
Persistent link: https://www.econbiz.de/10001288569
Saved in:
10
Pricing in slack markets
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 146-181)
.
1992
Persistent link: https://www.econbiz.de/10001288570
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