Cost-efficient contingent claims with market frictions (Q253119)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cost-efficient contingent claims with market frictions |
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Cost-efficient contingent claims with market frictions (English)
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8 March 2016
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payoff distributional pricing
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cost-efficiency
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contingent claims
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nonlinear pricing
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bid-ask spread
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ambiguity
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Knightian uncertainty
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non-additive probability
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Choquet integral
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