8 search results - page 2 / 2 » The Fundamental Theorem of Asset Pricing |
SIAMCO
2000
13 years 4 months ago
2000
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
Inspired by the context of compressing encrypted sources, this paper considers the general tradeoff between rate, end-to-end delay, and probability of error for lossless source co...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...