A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty

Author： Bayraktar Erhan   Zhang Yuchong   Zhou Zhou  

Publisher： MDPI

E-ISSN： 2227-9091|2|4|425-433

ISSN： 2227-9091

Source： Risks, Vol.2, Iss.4, 2014-10, pp. : 425-433

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Capital Asset Pricing Model Testing at Warsaw Stock Exchange: Are Family Businesses the Remedy for Economic Recessions?

By Lipiec Jacek  

International Journal of Financial Studies, Vol. 2, Iss. 3, 2014-07 ,pp. : 266-279

MDPI

Access to resources Recommend Favorite

Back to the Future Betas: Empirical Asset Pricing of US and Southeast Asian Markets

By French Jordan  

International Journal of Financial Studies, Vol. 4, Iss. 3, 2016-07 ,pp. : 15-15

MDPI

Access to resources Recommend Favorite

A Note on the Impact of Parameter Uncertainty on Barrier Derivatives

By Escobar Marcos   Panz Sven  

Risks, Vol. 4, Iss. 4, 2016-09 ,pp. : 35-35

MDPI

Access to resources Recommend Favorite

Optimal Investment under Cost Uncertainty

By Detemple Jerome   Kitapbayev Yerkin  

Risks, Vol. 6, Iss. 1, 2018-01 ,pp. : 5-5

MDPI

Access to resources Recommend Favorite

A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework

By Shevchenko Pavel V.   Luo Xiaolin  

Risks, Vol. 4, Iss. 3, 2016-07 ,pp. : 22-22

MDPI

Access to resources Recommend Favorite