A no-arbitrage theorem for uncertain stock model
Kai Yao
| Year of publication: |
2015
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|---|---|
| Authors: | Yao, Kai |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 14.2015, 2, p. 227-242
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| Subject: | Finance | Stock model | No-arbitrage | Uncertainty theory | Uncertain differential equation | Theorie | Theory | Risiko | Risk | CAPM | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Arbitrage | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011313626