Dynamic utility-based good deal bounds (Q3519373): Difference between revisions
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Revision as of 10:56, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic utility-based good deal bounds |
scientific article |
Statements
Dynamic utility-based good deal bounds (English)
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14 August 2008
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good deals
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valuation bounds
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pricing kernel restrictions
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utility-based
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duality
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incomplete markets
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dynamic properties
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Lévy processes
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