Risks and assets pricing

作者: Charles Tapiero

DOI: 10.1007/978-1-84628-288-1_47

关键词:

摘要:

参考文章(178)
A. Bensoussan, C. S. Tapiero, Impulsive control in management: Prospects and applications Journal of Optimization Theory and Applications. ,vol. 37, pp. 419- 442 ,(1982) , 10.1007/BF00934950
D. A. Darling, A. J. F. Siegert, THE FIRST PASSAGE PROBLEM FOR A CONTINUOUS MARKOFF PROCESS Annals of Mathematical Statistics. ,vol. 24, pp. 624- 639 ,(1953) , 10.1214/AOMS/1177728918
Benoit B. Mandelbrot, John W. Van Ness, Fractional Brownian Motions, Fractional Noises and Applications Siam Review. ,vol. 10, pp. 422- 437 ,(1968) , 10.1137/1010093
Tore Frängsmyr, Les Prix Nobel Nobelstiftelsens årsbok. ,(2000)
Faruk Gul, A theory of disappointment aversion Econometrica. ,vol. 59, pp. 667- 686 ,(1991) , 10.2307/2938223
Kenneth J. Adams, Donald R. Van Deventer, Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness The Journal of Fixed Income. ,vol. 4, pp. 52- 62 ,(1994) , 10.3905/JFI.1994.408102
Graham Loomes, Robert Sugden, Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty The Economic Journal. ,vol. 92, pp. 805- 824 ,(1982) , 10.2307/2232669
J.Michael Harrison, Stanley R. Pliska, Martingales and stochastic integrals in the theory of continuous trading Stochastic Processes and their Applications. ,vol. 11, pp. 215- 260 ,(1981) , 10.1016/0304-4149(81)90026-0