Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W2023991402 / rank
 
Normal rank

Revision as of 23:22, 19 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)
    0 references
    0 references
    0 references
    18 July 2013
    0 references
    0 references
    price operator
    0 references
    dynamic risk measure
    0 references
    extension theorem
    0 references
    representation theorem
    0 references
    fundamental theorem
    0 references
    equivalent martingale measure
    0 references
    no-good-deal pricing measure
    0 references
    0 references