Two price economies in continuous time
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Publication:470719
DOI10.1007/s10436-013-0228-3zbMath1298.91086OpenAlexW2057658085MaRDI QIDQ470719
Ernst Eberlein, Dilip B. Madan, Wim Schoutens, Martijn R. Pistorius, Marc Yor
Publication date: 13 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-013-0228-3
Related Items (14)
Benchmarking in two price financial markets ⋮ Dynamic conic hedging for competitiveness ⋮ Financial equilibrium with non-linear valuations ⋮ Robust valuation, arbitrage ambiguity and profit \& loss analysis ⋮ Lower and upper pricing of financial assets ⋮ Option returns ⋮ MEASURING AND MONITORING THE EFFICIENCY OF MARKETS ⋮ CONIC TRADING IN A MARKOVIAN STEADY STATE ⋮ Bid and ask prices as non-linear continuous time G-expectations based on distortions ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Asset pricing theory for two price economies ⋮ Option overlay strategies ⋮ CONIC PORTFOLIO THEORY ⋮ Weakly time consistent concave valuations and their dual representations
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