Dynamic utility-based good deal bounds (Q3519373)

From MaRDI portal
Revision as of 01:34, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Dynamic utility-based good deal bounds
scientific article

    Statements

    title
    Dynamic utility-based good deal bounds (English)
    0 references
    author
    Susanne Klöppel
    0 references
    Martin Schweizer
    0 references
    publication date
    14 August 2008
    0 references
    zbMATH Keywords
    good deals
    0 references
    valuation bounds
    0 references
    pricing kernel restrictions
    0 references
    utility-based
    0 references
    duality
    0 references
    incomplete markets
    0 references
    dynamic properties
    0 references
    Lévy processes
    0 references

    Identifiers

    zbMATH DE Number
    5312113
    0 references
    OpenAlex ID
    W2075030776
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3519373&oldid=32614804"
    Powered by MediaWiki