Finding 2888Emerging EvidenceValidation V0
This paper innovatively extends the Choquet pricing framework by removing subadditivity and monotonicity, offering fresh characterizations of arbitrage-free pricing. Its unique generalization of the Fundamental Theorem of Asset Pricing and alternative proof of Schmeidlers theorem connect asset pricing to cooperative game theory, making it a compelling, influential theoretical contribution.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
This paper innovatively extends the Choquet pricing framework by removing subadditivity and monotonicity, offering fresh characterizations of arbitrage-free pricing. Its unique generalization of the Fundamental Theorem of Asset Pricing and alternative proof of Schmeidlers theorem connect asset pricing to cooperative game theory, making it a compelling, influential theoretical contribution.
key_findings bullet 4 · key_findings
Inspect source: Characterizing arbitrage-free Choquet pricing →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.