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Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century

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Vinzenz Bronzin’s Option Pricing Models

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Abstract

In this paper, we discuss the idea of the high relevance of an economic-oriented approach to an important but little-known aspect of B. de Finetti’s scientific production. We claim that through this approach, de Finetti was able to provide groundbreaking contributions in some fundamental paradigms of the economic theory of the 20th century such as mean variance, expected utility and risk aversion, arbitrage free pricing.

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Author information

Authors and Affiliations

  1. Università degli Studi di Udine, Italy

    Flavio Pressacco

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  1. Flavio Pressacco
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Editor information

Editors and Affiliations

  1. Gartensteig 5, 5210, Windisch, Switzerland

    Wolfgang Hafner

  2. WWZ Abteilung Finanzmarkttheorie, Peter Merian-Weg 6, 4002, Basel, Switzerland

    Heinz Zimmermann

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Pressacco, F. (2009). Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century. In: Hafner, W., Zimmermann, H. (eds) Vinzenz Bronzin’s Option Pricing Models. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85711-2_25

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