Pages that link to "Item:Q354197"
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The following pages link to Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197):
Displaying 7 items.
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
