Coherent risk measure, equilibrium and equilibrium pricing (Q865612)

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scientific article; zbMATH DE number 5128332
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English
Coherent risk measure, equilibrium and equilibrium pricing
scientific article; zbMATH DE number 5128332

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    Coherent risk measure, equilibrium and equilibrium pricing (English)
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    19 February 2007
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    coherent risk measure
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    Pareto equilibrium
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    equilibrium pricing
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    Arrow-Debreu equilibrium
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