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Pricing of European Options with Subjective Probability : Ambiguity aversion in the options market during the European sovereign debt crisis

, 2016
Simon Edvinsson
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Finding effective ways to improve subjective probability predictions through model learning

, 2014
Xiao Wei
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UPDATING SUBJECTIVE PROBABILITY

Journal of the American Statistical Association, 1982
Abstract Jeffrey's rule for revising a probability P to a new probability P* based on new probabilities P* (Ei ) on a partition {Ei } i = 1 n is P*(A) = Σ P(A| Ei ) P* (Ei ). Jeffrey's rule is applicable if it is judged that P* (A | Ei ) = P(A | Ei ) for all A and i. This article discusses some of the mathematical properties of this rule, connecting it
Persi Diaconis, Sandy L. Zabell
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Unanimous subjective probabilities

Economic Theory, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
K. BORDER, GHIRARDATO, Paolo, U. SEGAL
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Subjective Probability

Technometrics, 1995
Eric R. Ziegel, G. Wright, P. Ayton
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Subjective Probability

2021
Subjective probability aims to solve a big problem: how to calculate probability when none of the definitions examined in the previous chapters is applicable. The probability that it will rain tomorrow, that a newly graduated student will find a job, or that a basketball player will pass the basket record are examples of the subjective conception of ...
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Are Subjective Probabilities Probabilities?

1974
While it certainly has proved expedient to describe people’s behavior in terms of probabilities, it is not clear whether, to what extent, or under what conditions, it is admissable to identify actual behavior with some reasonably well-fitting probabilistic description of it. What the authors call the confusion problem arises where such admissibility is
Gerard de Zeeuw, Willem A. Wagenaar
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