GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS |
scientific article |
Statements
GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (English)
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13 April 2017
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convex risk measure
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good deal bound
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convex constraints
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superhedging cost
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fundamental theorem of asset pricing
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