8 citations · 25 across the 17 of their papers we have counts for
3 papers · 1 filter
On the existence of personal equilibria
Laurence Carassus, Miklós Rásonyi
We consider an investor who, while maximizing his/her expected utility, also compares the outcome to a reference entity. We recall the notion of personal equilibrium and show that,…
Projective functions
Laurence Carassus, Massinissa Ferhoune
We study projective functions. We prove that projective functions generalise lower and upper-semianalytic ones while being stable by composition and difference. We show that the cl…
Robust No-Arbitrage under Projective Determinacy
Alexandre Boistard, Laurence Carassus, Safae Issaoui
Drawing on set theory, this paper contributes to a deeper understanding of the structural condition of mathematical finance under Knightian uncertainty. We adopt a projective frame…