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Risk-adjusted martingales and the design of “indifference” gambles

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  • Ali Abbas

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  • Ali Abbas, 2011. "Risk-adjusted martingales and the design of “indifference” gambles," Theory and Decision, Springer, vol. 71(4), pages 643-668, October.
    • Handle: RePEc:kap:theord:v:71:y:2011:i:4:p:643-668
    DOI: 10.1007/s11238-010-9213-8
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    References listed on IDEAS

    as
    1. Ali E. Abbas, 2007. "Invariant Utility Functions and Certain Equivalent Transformations," Decision Analysis, INFORMS, vol. 4(1), pages 17-31, March.
    2. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
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