CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS (Q2875725): Difference between revisions

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+Good Deal Bounds Induced by Shortfall Risk
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+Normal rank
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+On the super replication price of unbounded claims
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+INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
@@ Property / cites work: INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES / rank @@
+Normal rank
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+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+Towards a General Theory of Good-Deal Bounds*
@@ Property / cites work: Towards a General Theory of Good-Deal Bounds* / rank @@
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+RISK MEASURES ON ORLICZ HEARTS
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+Normal rank
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+Q4550909
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+Normal rank
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+The mathematics of arbitrage
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+Q2790522
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+Normal rank
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+Q5624436
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+Normal rank
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+Convex measures of risk and trading constraints
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+Coherent risk measures and good-deal bounds
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+Law invariant risk measures have the Fatou property
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+Dynamic utility-based good deal bounds
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+Normal rank
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Satisfying convex risk limits by trading
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+Normal rank
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+RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS
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+Q4000065
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+Normal rank
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Risk measure pricing and hedging in incomplete markets
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