Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E30
@@ Property / Mathematics Subject Classification ID: 46E30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6189066
@@ Property / zbMATH DE Number: 6189066 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+price operator
@@ Property / zbMATH Keywords: price operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic risk measure
@@ Property / zbMATH Keywords: dynamic risk measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extension theorem
@@ Property / zbMATH Keywords: extension theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+representation theorem
@@ Property / zbMATH Keywords: representation theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fundamental theorem
@@ Property / zbMATH Keywords: fundamental theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+equivalent martingale measure
@@ Property / zbMATH Keywords: equivalent martingale measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+no-good-deal pricing measure
@@ Property / zbMATH Keywords: no-good-deal pricing measure / rank @@
+Normal rank

Revision as of 10:04, 28 June 2023