GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129): Difference between revisions

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+.00396
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+Good Deal Bounds Induced by Shortfall Risk
@@ Property / cites work: Good Deal Bounds Induced by Shortfall Risk / rank @@
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+CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS
@@ Property / cites work: CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS / rank @@
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+Q3656683
@@ Property / cites work: Q3656683 / rank @@
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@@ Property / cites work @@
+Q3400706
@@ Property / cites work: Q3400706 / rank @@
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@@ Property / cites work @@
+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\)
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+No Arbitrage in Discrete Time Under Portfolio Constraints
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+RISK MEASURES ON ORLICZ HEARTS
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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Convex duality in constrained portfolio optimization
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+Hedging contingent claims with constrained portfolios
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+The mathematics of arbitrage
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+Stopping Times and Directed Processes
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+On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
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+Coherent risk measures and good-deal bounds
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+On the pricing of contingent claims under constraints
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+On utility maximization under convex portfolio constraints
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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+Arbitrage and deflators in illiquid markets
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+SUPERHEDGING IN ILLIQUID MARKETS
@@ Property / cites work: SUPERHEDGING IN ILLIQUID MARKETS / rank @@
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@@ Property / cites work @@
+Hedging of Claims with Physical Delivery under Convex Transaction Costs
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+Q4000065
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+An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
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+The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Risk measure pricing and hedging in incomplete markets
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