Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197): Difference between revisions
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Revision as of 00:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) |
scientific article |
Statements
Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (English)
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18 July 2013
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price operator
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dynamic risk measure
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extension theorem
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representation theorem
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fundamental theorem
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equivalent martingale measure
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no-good-deal pricing measure
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