Gain-loss based convex risk limits in discrete-time trading (Q693201)
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scientific article; zbMATH DE number 6113982
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| English | Gain-loss based convex risk limits in discrete-time trading |
scientific article; zbMATH DE number 6113982 |
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Gain-loss based convex risk limits in discrete-time trading (English)
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7 December 2012
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incomplete markets
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acceptability
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martingale measure
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contingent claim
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pricing
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0.90276575
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0.90167683
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0.87257534
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0.8487637
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0.8477219
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0.8461306
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