Hedging, Pareto optimality, and good deals (Q364733): Difference between revisions

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+The mathematics of arbitrage
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+On the different notions of arbitrage and existence of equilibrium
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+Pricing with Coherent Risk
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+Good deals and compatible modification of risk and pricing rule: a regulatory treatment
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Publication:364733