CONIC PORTFOLIO THEORY (Q2806366): Difference between revisions

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+MaRDI publication profile
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+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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+Q3562639
@@ Property / cites work: Q3562639 / rank @@
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@@ Property / cites work @@
+HEDGE FUND PERFORMANCE: SOURCES AND MEASURES
@@ Property / cites work: HEDGE FUND PERFORMANCE: SOURCES AND MEASURES / rank @@
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+Two price economies in continuous time
@@ Property / cites work: Two price economies in continuous time / rank @@
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+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Structured products equilibria in conic two price markets
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@@ Property / cites work @@
+TENOR SPECIFIC PRICING
@@ Property / cites work: TENOR SPECIFIC PRICING / rank @@
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+TWO PROCESSES FOR TWO PRICES
@@ Property / cites work: TWO PROCESSES FOR TWO PRICES / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024916500199
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+W3125733482
@@ Property / OpenAlex ID: W3125733482 / rank @@
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