A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628)
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scientific article; zbMATH DE number 7889734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditional version of the second fundamental theorem of asset pricing in discrete time |
scientific article; zbMATH DE number 7889734 |
Statements
A conditional version of the second fundamental theorem of asset pricing in discrete time (English)
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31 July 2024
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asset pricing
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fundamental theorems
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super- and subhedging duality
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nonlinear expectation
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risk measures
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optional decomposition
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