Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds
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Publication:3295875
DOI10.1137/18M120436XzbMath1444.91221arXiv1711.05567OpenAlexW3040439251MaRDI QIDQ3295875
Jocelyne Bion-Nadal, Giulia Di Nunno
Publication date: 13 July 2020
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.05567
extension theoremstime-consistencydynamic risk measuresno-good-dealconvex pricesrisk-indifference prices
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Cites Work
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