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pro vyhledávání: '"Ivanenko, Yaroslav"'
It is shown that absence of arbitrage opportunity in financial markets is a particular case of existence of uncertainty in decision system. Absence of arbitrage opportunity is considered in the sense of the Arrow-Debreu model of financial market with
Externí odkaz:
http://arxiv.org/abs/1307.5602
Autor:
Ivanenko, Yaroslav
The article presents a translation of some widespread financial terminology into the language of decision theory. For instance, financial leverage can be regarded as an object of choice or a decision. We show how the optics of decision theory allows
Externí odkaz:
http://arxiv.org/abs/1009.2896
Autor:
Ivanenko, Yaroslav
A version of indifference valuation of a European call option is proposed that includes statistical regularities of nonstochastic randomness. Classical relations (forward contract value and Black-Scholes formula) are obtained as particular cases. We
Externí odkaz:
http://arxiv.org/abs/1006.2555
Publikováno v:
Risk & Decision Analysis; 2014, Vol. 5 Issue 2/3, p139-148, 10p
Autor:
Ivanenko, Yaroslav, Munier, Bertrand
Publikováno v:
Risk & Decision Analysis; 2013, Vol. 4 Issue 3, p191-205, 15p