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