Risk arbitrage and hedging to acceptability under transaction costs (Q2022757)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk arbitrage and hedging to acceptability under transaction costs |
scientific article |
Statements
Risk arbitrage and hedging to acceptability under transaction costs (English)
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29 April 2021
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acceptance set
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risk arbitrage
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risk measure
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superhedging
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good deal
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solvency set
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random set
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transaction costs
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