Benchmarking in two price financial markets (Q315468)

From MaRDI portal

Revision as of 14:12, 12 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Benchmarking in two price financial markets	scientific article

Statements

scholarly article

0 references

Benchmarking in two price financial markets (English)

0 references

0 references

Annals of Finance

0 references

publication date

21 September 2016

0 references

zbMATH Keywords

acceptable risks

0 references

nonlinear expectations

0 references

nonadditive probability

0 references

distorted expectation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s10436-016-0278-4

0 references

Coherent Measures of Risk

0 references

Dynamic risk measures: Time consistency and risk measures from BMO martingales

0 references

Time consistent dynamic risk processes

0 references

Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk

0 references

Dynamic monetary risk measures for bounded discrete-time processes

0 references

A New Fusion Procedure for the Brauer Algebra and Evaluation Homomorphisms

0 references

MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE

0 references

Theory of capacities

0 references

A general theory of finite state backward stochastic difference equations

0 references

A general version of the fundamental theorem of asset pricing

0 references

0 references

Bid and ask prices as non-linear continuous time G-expectations based on distortions

0 references

Two price economies in continuous time

0 references

Backward Stochastic Differential Equations in Finance

0 references

0 references

Maxmin expected utility with non-unique prior

0 references

The fundamental theorem of asset pricing under transaction costs

0 references

Martingales and arbitrage in multiperiod securities markets

0 references

Martingales and stochastic integrals in the theory of continuous trading

0 references

VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

0 references

Martingales and arbitage in securities markets with transaction costs

0 references

Markets with transaction costs. Mathematical theory.

0 references

The Harrison-Pliska arbitrage pricing theorem under transaction costs

0 references

0 references

Asset pricing theory for two price economies

0 references

On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation

0 references

Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver

0 references

CONIC TRADING IN A MARKOVIAN STEADY STATE

0 references

TENOR SPECIFIC PRICING

0 references

MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING

0 references

The Dual Theory of Choice under Risk

0 references

The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

0 references

Dynamic coherent risk measures

0 references

Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s10436-016-0278-4

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:315468

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q315468&oldid=36274586"