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Université Paris-Dauphine (Paris IX)
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Risk Measure Pricing and Hedging in Incomplete Markets
Xu, Mingxin
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EconWPA
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2004
valuation and stress measures proposed in Carr et al. (2001) will be discussed. Examples using
shortfall
risk
measure and …
Persistent link: https://www.econbiz.de/10005134826
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