Relevant mappings

DOI10.1016/J.JMAA.2009.12.042MaRDI QIDQ2268072zbMATH OpenOpenAlexFDO

Authors George Stoica, Deli Li

Publication date 10 March 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2009.12.042

zbMATH Keywords

no arbitragerelevancerelevant mappings

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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Cites work

• Arbitrage approximation theory
• Coherent measures of risk
• Coherent risk measures and good-deal bounds
• Convex measures of risk and trading constraints
• scientific article; zbMATH DE number 1795842 (Why is no real title available?)
• scientific article; zbMATH DE number 1795843 (Why is no real title available?)
• scientific article; zbMATH DE number 967648 (Why is no real title available?)
• On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures
• Relevant coherent measures of risk
• RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES

Cited in

(5)

• scientific article; zbMATH DE number 4009360 (Why is no real title available?)
• scientific article; zbMATH DE number 1226258 (Why is no real title available?)
• Interesting Paths in the Mapper
• Good deals in markets with friction
• Actuarial pricing with financial methods

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