{"id":"https://openalex.org/W2550767827","doi":"https://doi.org/10.1007/s00780-016-0315-1","title":"Arbitrage-free pricing of multi-person game claims in discrete time","display_name":"Arbitrage-free pricing of multi-person game claims in discrete time","publication_year":2016,"publication_date":"2016-11-18","ids":{"openalex":"https://openalex.org/W2550767827","doi":"https://doi.org/10.1007/s00780-016-0315-1","mag":"2550767827"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-016-0315-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-016-0315-1","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5089447088","display_name":"Ivan Guo","orcid":"https://orcid.org/0000-0002-6483-6654"},"institutions":[{"id":"https://openalex.org/I56590836","display_name":"Monash University","ror":"https://ror.org/02bfwt286","country_code":"AU","type":"education","lineage":["https://openalex.org/I56590836"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Ivan Guo","raw_affiliation_strings":["School of Mathematical Sciences, Monash University, Melbourne, Victoria, 3800, Australia"],"affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Monash University, Melbourne, Victoria, 3800, Australia","institution_ids":["https://openalex.org/I56590836"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102753444","display_name":"Marek Rutkowski","orcid":"https://orcid.org/0000-0003-3910-6403"},"institutions":[{"id":"https://openalex.org/I108403487","display_name":"Warsaw University of Technology","ror":"https://ror.org/00y0xnp53","country_code":"PL","type":"education","lineage":["https://openalex.org/I108403487"]},{"id":"https://openalex.org/I129604602","display_name":"University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU","PL"],"is_corresponding":true,"raw_author_name":"Marek Rutkowski","raw_affiliation_strings":["Faculty of Mathematics and Information Science, Warsaw University of Technology, 00-661, Warsaw, Poland","School of Mathematics and Statistics, University of Sydney, Sydney, NSW, 2006, Australia"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Information Science, Warsaw University of Technology, 00-661, Warsaw, Poland","institution_ids":["https://openalex.org/I108403487"]},{"raw_affiliation_string":"School of Mathematics and Statistics, University of Sydney, Sydney, NSW, 2006, Australia","institution_ids":["https://openalex.org/I129604602"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5102753444"],"corresponding_institution_ids":["https://openalex.org/I108403487","https://openalex.org/I129604602"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.18986043,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"21","issue":"1","first_page":"111","last_page":"155"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9836000204086304,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9368000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.7679725885391235},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.7056301236152649},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5772817134857178},{"id":"https://openalex.org/keywords/partition","display_name":"Partition (number theory)","score":0.5703986287117004},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.5308778285980225},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.4688754081726074},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.43113669753074646},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.40726250410079956},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3396656811237335},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.33255550265312195},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.33122748136520386},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.29159414768218994},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21452507376670837},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.0963229238986969}],"concepts":[{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.7679725885391235},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.7056301236152649},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5772817134857178},{"id":"https://openalex.org/C42812","wikidata":"https://www.wikidata.org/wiki/Q1082910","display_name":"Partition (number theory)","level":2,"score":0.5703986287117004},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.5308778285980225},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.4688754081726074},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.43113669753074646},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.40726250410079956},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3396656811237335},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.33255550265312195},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33122748136520386},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.29159414768218994},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21452507376670837},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0963229238986969},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00780-016-0315-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-016-0315-1","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0315-1","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00780-016-0315-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W649943522","https://openalex.org/W1135719930","https://openalex.org/W1502017070","https://openalex.org/W1557270667","https://openalex.org/W1586836993","https://openalex.org/W1978457562","https://openalex.org/W2002128298","https://openalex.org/W2011731512","https://openalex.org/W2022420776","https://openalex.org/W2023657524","https://openalex.org/W2027287295","https://openalex.org/W2030762966","https://openalex.org/W2033780464","https://openalex.org/W2041099338","https://openalex.org/W2065999043","https://openalex.org/W2070049092","https://openalex.org/W2079781327","https://openalex.org/W2082019311","https://openalex.org/W2095499328","https://openalex.org/W2122832125","https://openalex.org/W2143626005","https://openalex.org/W2153318031","https://openalex.org/W2483182970","https://openalex.org/W2745707613","https://openalex.org/W3125867602","https://openalex.org/W4229984434","https://openalex.org/W4231022371","https://openalex.org/W4235532391","https://openalex.org/W4245764313"],"related_works":["https://openalex.org/W2143620550","https://openalex.org/W2073421207","https://openalex.org/W2082979199","https://openalex.org/W2168252697","https://openalex.org/W2053048501","https://openalex.org/W1964459921","https://openalex.org/W2106459003","https://openalex.org/W4389993474","https://openalex.org/W2049014086","https://openalex.org/W3184095669"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}