Dynamic utility-based good deal bounds (Q3519373)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic utility-based good deal bounds |
scientific article |
Statements
Dynamic utility-based good deal bounds (English)
0 references
14 August 2008
0 references
good deals
0 references
valuation bounds
0 references
pricing kernel restrictions
0 references
utility-based
0 references
duality
0 references
incomplete markets
0 references
dynamic properties
0 references
Lévy processes
0 references
