Sequential arbitrage measurements and interest rate envelopes (Q1014010): Difference between revisions

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+Projection pricing
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+Pricing a nontradeable asset and its derivatives.
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+The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.
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+Arbitrage bounds for the term structure of interest rates
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+Efficient hedging with coherent risk measure
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+Optimality conditions in portfolio analysis with general deviation measures
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