Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197): Difference between revisions

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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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@@ Property / cites work @@
+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+Risk measuring under model uncertainty
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@@ Property / cites work @@
+Towards a General Theory of Good-Deal Bounds*
@@ Property / cites work: Towards a General Theory of Good-Deal Bounds* / rank @@
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+Coherent risk measures and good-deal bounds
@@ Property / cites work: Coherent risk measures and good-deal bounds / rank @@
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+Dynamic utility-based good deal bounds
@@ Property / cites work: Dynamic utility-based good deal bounds / rank @@
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Publication:354197