Risk measure pricing and hedging in incomplete markets
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Publication:665707
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Cited in
(45)- Equal risk pricing under convex trading constraints
- Convex risk measures for good deal bounds
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems
- Claim pricing and hedging under market incompleteness and ``mean-variance preferences
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- Pricing and hedging in the incomplete finance market
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- Pricing and hedging in the presence of extraneous risks
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