2 papers
q-fin.MF2019
Arbitrage-free modeling under Knightian Uncertainty
Matteo Burzoni, Marco Maggis
We study the Fundamental Theorem of Asset Pricing for a general financial market under Knightian Uncertainty. We adopt a functional analytic approach which require neither specific…
math.PR2012
Conditionally Evenly Convex Sets and Evenly Quasi-Convex Maps
Marco Frittelli, Marco Maggis
Evenly convex sets in a topological vector space are defined as the intersection of a family of open half spaces. We introduce a generalization of this concept in the conditional f…