Hedging bounded claims with bounded outcomes (Q5482555)

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scientific article; zbMATH DE number 5050002
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    Hedging bounded claims with bounded outcomes
    scientific article; zbMATH DE number 5050002

      Statements

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      28 August 2006
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      hedging
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      infimal convolution
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      coherent utility functions
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      Fatou property
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      Brownian motion
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