Extending pricing rules with general risk functions (Q1044131)
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scientific article; zbMATH DE number 5645173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending pricing rules with general risk functions |
scientific article; zbMATH DE number 5645173 |
Statements
Extending pricing rules with general risk functions (English)
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10 December 2009
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incomplete and imperfect market
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risk measure and deviation measure
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pricing rule
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convex optimization
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optimality conditions
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