Cost-efficient contingent claims with market frictions (Q253119)

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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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