Pages that link to "Item:Q3519373"
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The following pages link to Dynamic utility-based good deal bounds (Q3519373):
Displaying 13 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS (Q2875725) (← links)
- Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
