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scientific article; zbMATH DE number 5174019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5174019 |
Statements
24 July 2007
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arbitrage theory
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capital requirement
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coherent risk measure
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coherent utility functions
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capacity theory
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dynamic risk measures
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martingale measures
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risk neutral measures
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Snell envelope
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shortfall
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time consistency
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