Gain-loss based convex risk limits in discrete-time trading (Q693201): Difference between revisions

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Revision as of 00:55, 10 December 2024

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Gain-loss based convex risk limits in discrete-time trading
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    Gain-loss based convex risk limits in discrete-time trading (English)
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    7 December 2012
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    incomplete markets
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    acceptability
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    martingale measure
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    contingent claim
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    pricing
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