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The Axiomatic Approach to Risk...
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Mathematics and financial economics
Discussion papers of interdisciplinary research project 373
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SFB 373 Discussion Paper
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Finance and stochastics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Liquidity-adjusted risk measures
Weber, Stefan
;
Anderson, W.
;
Hamm, A.-M.
;
Knispel, Thomas
; …
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 69-91
Persistent link: https://www.econbiz.de/10009708950
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Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
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