Jeremy Staum

Northwestern University - Department of Industrial Engineering and Management Sciences

Assistant Professor

2145 N. Sheridan Road

Evanston, IL 60208-3119

United States

SCHOLARLY PAPERS

1

DOWNLOADS

8

CITATIONS

2

Scholarly Papers (1)

1.

Fundamental Theorems of Asset Pricing for Good Deal Bounds

Mathematical Finance, Vol. 14, No. 2, pp. 141-161, April 2004
Number of pages: 21 Posted: 06 May 2004
Jeremy Staum
Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 8 (586,868)
Citation 18
  • Add to Cart

Abstract:

Loading...

Asset pricing, coherent risk measure, convex risk measure, equivalent martingale measure, fundamental theorem, good deal bounds, imprecise probabilities, incomplete markets