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Uncertainty in the valuation of risky assets

  • A. Chateauneuf
  • R. Kast
  • A. Lapied
Contributed Papers
Part of the Lecture Notes in Computer Science book series (LNCS, volume 548)

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References

  1. Arrow, K.J. [1953] “Le rôle des valeurs boursières dans l'allocation optimale des risques” in Econométrie 40, pp 41–47, Cahiers du CNRS, Paris.Google Scholar
  2. Black, F, M. Scholes [1973] “The pricing of options and corporate liabilities”. Journal of Political Economy, 81, pp 637–654.Google Scholar
  3. Schmeidler, D. [1986] “Integral representation without additivity” Proceedings of the American mathematical society, vol 97, nℴ 2.Google Scholar
  4. Schmeidler, D. [1989] “Subjective probability and expected utility without additivity” Econometrica, 57, pp. 571–587.Google Scholar
  5. Yaari, M. [1987] “ Dual theory of choice under uncertainty” Econometrica, 55, pp. 95–115.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1991

Authors and Affiliations

  • A. Chateauneuf
    • 1
  • R. Kast
    • 2
  • A. Lapied
    • 3
  1. 1.Université de Paris IFrance
  2. 2.CNRSMarseille
  3. 3.Université de ToulonFrankreich

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