COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133)
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scientific article; zbMATH DE number 2218867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS |
scientific article; zbMATH DE number 2218867 |
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COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (English)
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27 October 2005
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dynamic consistency
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robustness
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option pricing
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incomplete markets
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