Asset pricing theory for two price economies
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Publication:2018556
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Cites work
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
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Cited in
(27)- Lower and upper pricing of financial assets
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- A two price theory of financial equilibrium with risk management implications
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- Adapted hedging
- Tenor specific pricing
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- Bid and ask prices as non-linear continuous time G-expectations based on distortions
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index
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