DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1205.4790 / rank | |||
Normal rank | |||
Revision as of 21:34, 19 April 2024
scientific article; zbMATH DE number 6156057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES |
scientific article; zbMATH DE number 6156057 |
Statements
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (English)
0 references
22 April 2013
0 references
dynamic coherent acceptability index
0 references
conic finance
0 references
dynamic coherent risk measures
0 references
transaction costs
0 references
dividend paying securities
0 references
swap contracts
0 references
no-good-deal bounds
0 references
fundamental theorems of asset pricing
0 references
dynamic bid and ask
0 references
dynamic gain-loss ratio
0 references
arbitrage pricing
0 references
illiquid market
0 references
