Yaroslav Ivanenko

Banque de France

Paris

France

SCHOLARLY PAPERS

1

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135

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39

Scholarly Papers (1)

Price as a Choice Under Nonstochastic Randomness in Finance

NYU Poly Research Paper
Number of pages: 16 Posted: 14 Apr 2012
Yaroslav Ivanenko and Bertrand Munier
Banque de France and IAE Sorbonne's Business School, University of Paris1
Downloads 77 (349,944)
Citation 5

Abstract:

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Statistical instability, Randomness, Finitely-additive measures, Decision theory, Uncertainty profiling, Derivatives Valuation, Portfolio choice, Bid-Ask Spread

Price as a Choice Under Nonstochastic Randomness in Finance

Banque de France Working Paper No. 381
Number of pages: 34 Posted: 15 May 2012 Last Revised: 20 Jan 2015
Yaroslav Ivanenko and Bertrand Munier
Banque de France and IAE Sorbonne's Business School, University of Paris1
Downloads 35 (504,397)
Citation 9

Abstract:

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statistical instability, randomness, finitely-additive measures, decision theory, uncertainty profiling, derivatives valuation, portfolio choice, bid-ask spread

Price as a Choice Under Nonstochastic Randomness in Finance

Banque de France Working Paper No. 381
Number of pages: 32 Posted: 08 Jan 2013
Yaroslav Ivanenko and Bertrand Munier
Banque de France and IAE Sorbonne's Business School, University of Paris1
Downloads 23 (576,456)

Abstract:

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Statistical instability, Randomness, Finitely-additive measures, Decision theory, Uncertainty profiling, Derivatives valuation, Portfolio choice, Bid-Ask spread