Gain–loss based convex risk limits in discrete-time trading

Mustafa Pınar ()

Computational Management Science, 2011, vol. 8, issue 3, 299-321

Keywords: Incomplete markets; Acceptability; Martingale measure; Contingent claim; Pricing (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10287-010-0122-7

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