DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239)
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scientific article; zbMATH DE number 6156057
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| English | DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES |
scientific article; zbMATH DE number 6156057 |
Statements
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (English)
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22 April 2013
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dynamic coherent acceptability index
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conic finance
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dynamic coherent risk measures
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transaction costs
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dividend paying securities
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swap contracts
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no-good-deal bounds
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fundamental theorems of asset pricing
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dynamic bid and ask
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dynamic gain-loss ratio
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arbitrage pricing
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illiquid market
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0.88376975
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0.86938965
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0.8659837
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0.8616075
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0.8598729
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0.8574437
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0.8540391
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