Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875): Difference between revisions

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Latest revision as of 09:29, 30 July 2024

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Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds
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    Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (English)
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    13 July 2020
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    convex prices
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    risk-indifference prices
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    time-consistency
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    extension theorems
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    dynamic risk measures
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    no-good-deal
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