Existential and constructive solutions to the classic problems of fair division are known for individuals with constant marginal evaluations. By considering nonatomic concave capacities instead of nonatomic probability measures, we extend some of these results to the case of individuals with...

A coalitional game is a real-valued set function v defined on an algebra F of subsets of a space X such that v(0)=0. We prove the existence of a one-to-one correspondence between coalitional games bounded with respect to the composition norm and countably additive measures defined on an...

Let X be a topological space, m a probability measure defined on the Baire s -field on X, and m ' a probability measure on teh Borel s -field which extends m. In the first part of the paper we deal with the relations existing between the ranges of m and m. In particular, we show cases in which...

We extend the Fundamental Theorem of Finance and the Pricing Rule Representation Theorem of Cox and Ross (see Ross [35] and [37] and Cox and Ross [9]) to the case in which market frictions are aken into account but the Put-Call Parity is still assumed to hold. In turn, we obtain a representation...