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Risikomaß
Option pricing theory
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fundamental theorem of asset pricing
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local risk-minimization
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Arai, Takuji
2
Fukasawa, Masaaki
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Suzuki, Takamasa
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Advances in mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
How much can investors discount?
Arai, Takuji
;
Suzuki, Takamasa
- In:
Advances in mathematical economics
14
(
2011
),
pp. 1-16
Persistent link: https://www.econbiz.de/10008798051
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Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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