Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549): Difference between revisions

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+Compatibility between pricing rules and risk measures: The CCVaR
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+Extending pricing rules with general risk functions
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+Optimal reinsurance with general risk measures
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+Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm
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+Towards a General Theory of Good-Deal Bounds*
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+Pricing contingent claims on stocks driven by Lévy processes
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+Q4550909
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+RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
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+Stochastic finance. An introduction in discrete time
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+Martingales and arbitage in securities markets with transaction costs
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+Law invariant risk measures have the Fatou property
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+Generalized deviations in risk analysis
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