DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239): Difference between revisions
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Latest revision as of 09:33, 30 July 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 |
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DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (English)
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22 April 2013
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dynamic coherent acceptability index
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conic finance
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dynamic coherent risk measures
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transaction costs
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dividend paying securities
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swap contracts
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no-good-deal bounds
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fundamental theorems of asset pricing
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dynamic bid and ask
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dynamic gain-loss ratio
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arbitrage pricing
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illiquid market
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