Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602): Difference between revisions

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+.2273
@@ Property / arXiv ID: 1006.2273 / rank @@
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+Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
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+Arbitrage Theory in Continuous Time
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+Towards a General Theory of Good-Deal Bounds*
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+Double martingales
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+Dynamic utility-based good deal bounds
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