Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784)
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scientific article; zbMATH DE number 7701609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-hedging a European option with a convex risk measure and without no-arbitrage condition |
scientific article; zbMATH DE number 7701609 |
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Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (English)
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26 June 2023
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risk-hedging prices
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dynamic risk measures
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absence of instantaneous profit (AIP)
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random sets
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conditional essential infimum and supremum
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