Volume 49,
Number 1,
September 2008
Special Section on Logical Approaches to Imprecise Probabilities and Special Section on Imprecise Probabilities in Finance and Economics
Imprecise Probabilities in Finance and Economics
- Paolo Vicig:
Imprecise probabilities in finance and economics.
99-100
Electronic Edition (link) BibTeX
- Daniel Berleant, L. Andrieu, Jean-Philippe Argaud, F. Barjon, Mei-Peng Cheong, Mathieu Dancre, G. Sheble, C.-C. Teoh:
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory.
101-116
Electronic Edition (link) BibTeX
- Jean-Yves Jaffray, Meglena Jeleva:
Information processing under imprecise risk with an insurance demand illustration.
117-129
Electronic Edition (link) BibTeX
- Sebastian Maaß:
Coherent and convex fair pricing and variability measures.
130-139
Electronic Edition (link) BibTeX
- Silvia Muzzioli, Huguette Reynaerts:
American option pricing with imprecise risk-neutral probabilities.
140-147
Electronic Edition (link) BibTeX
- Mark J. Schervish, Teddy Seidenfeld, Joseph B. Kadane:
The fundamental theorems of prevision and asset pricing.
148-158
Electronic Edition (link) BibTeX
- Paolo Vicig:
Financial risk measurement with imprecise probabilities.
159-174
Electronic Edition (link) BibTeX
- Vladimir Vovk, Glenn Shafer:
The game-theoretic capital asset pricing model.
175-197
Electronic Edition (link) BibTeX
Regular papers
Copyright © Tue Nov 18 20:38:43 2008
by Michael Ley (ley@uni-trier.de)