MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493): Difference between revisions

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+MaRDI publication profile
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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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+Time consistent dynamic risk processes
@@ Property / cites work: Time consistent dynamic risk processes / rank @@
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+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
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+Dynamic monetary risk measures for bounded discrete-time processes
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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+A general theory of finite state backward stochastic difference equations
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+A general version of the fundamental theorem of asset pricing
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+Two price economies in continuous time
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+Bid and ask prices as non-linear continuous time G-expectations based on distortions
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+Unbounded liabilities, capital reserve requirements and the taxpayer put option
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+Convex risk measures and the dynamics of their penalty functions
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+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
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+Bilateral gamma distributions and processes in financial mathematics
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+A two price theory of financial equilibrium with risk management implications
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+Asset pricing theory for two price economies
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+Estimating parametric models of probability distributions
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+Benchmarking in two price financial markets
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+The Variance Gamma Process and Option Pricing
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+Applied Conic Finance
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+TENOR SPECIFIC PRICING
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+Systemic risk tradeoffs and option prices
@@ Property / cites work: Systemic risk tradeoffs and option prices / rank @@
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024917500510
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+W2689489988
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