Matches in SemOpenAlex for { <https://semopenalex.org/work/W80752013> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W80752013 endingPage "528" @default.
- W80752013 startingPage "503" @default.
- W80752013 abstract "In this paper we propose a contingent claim pricing scheme between two counterparties in an incomplete one period market. According to our approach the two counterparties of a non-marketed contingent claim select a pair of pricing kernels, in order to agree on a common price, by minimizing their joint regret function, which quantifies the departure from their initial beliefs. The joint regret function is a convex combination of entropy-like or norm-dependent functionals. The relevant optimization problem is posed in terms of a partially finite convex programming problem in the space of pricing kernels." @default.
- W80752013 created "2016-06-24" @default.
- W80752013 creator A5000254848 @default.
- W80752013 creator A5020073636 @default.
- W80752013 creator A5087432257 @default.
- W80752013 date "2011-01-01" @default.
- W80752013 modified "2023-09-24" @default.
- W80752013 title "Minimum Regret Pricing of Contingent Claims in Incomplete Markets" @default.
- W80752013 cites W1553283060 @default.
- W80752013 cites W1974296002 @default.
- W80752013 cites W2052493589 @default.
- W80752013 cites W2091155499 @default.
- W80752013 cites W2096876265 @default.
- W80752013 cites W2105832006 @default.
- W80752013 cites W2912999032 @default.
- W80752013 cites W3203406682 @default.
- W80752013 cites W4236811028 @default.
- W80752013 cites W4238179324 @default.
- W80752013 cites W2120631887 @default.
- W80752013 doi "https://doi.org/10.1007/978-3-642-11456-4_32" @default.
- W80752013 hasPublicationYear "2011" @default.
- W80752013 type Work @default.
- W80752013 sameAs 80752013 @default.
- W80752013 citedByCount "1" @default.
- W80752013 countsByYear W807520132014 @default.
- W80752013 crossrefType "book-chapter" @default.
- W80752013 hasAuthorship W80752013A5000254848 @default.
- W80752013 hasAuthorship W80752013A5020073636 @default.
- W80752013 hasAuthorship W80752013A5087432257 @default.
- W80752013 hasConcept C10138342 @default.
- W80752013 hasConcept C105795698 @default.
- W80752013 hasConcept C111919701 @default.
- W80752013 hasConcept C112680207 @default.
- W80752013 hasConcept C126255220 @default.
- W80752013 hasConcept C144237770 @default.
- W80752013 hasConcept C145446738 @default.
- W80752013 hasConcept C149782125 @default.
- W80752013 hasConcept C162324750 @default.
- W80752013 hasConcept C17744445 @default.
- W80752013 hasConcept C182306322 @default.
- W80752013 hasConcept C191795146 @default.
- W80752013 hasConcept C199539241 @default.
- W80752013 hasConcept C2524010 @default.
- W80752013 hasConcept C2778572836 @default.
- W80752013 hasConcept C33923547 @default.
- W80752013 hasConcept C41008148 @default.
- W80752013 hasConcept C50817715 @default.
- W80752013 hasConceptScore W80752013C10138342 @default.
- W80752013 hasConceptScore W80752013C105795698 @default.
- W80752013 hasConceptScore W80752013C111919701 @default.
- W80752013 hasConceptScore W80752013C112680207 @default.
- W80752013 hasConceptScore W80752013C126255220 @default.
- W80752013 hasConceptScore W80752013C144237770 @default.
- W80752013 hasConceptScore W80752013C145446738 @default.
- W80752013 hasConceptScore W80752013C149782125 @default.
- W80752013 hasConceptScore W80752013C162324750 @default.
- W80752013 hasConceptScore W80752013C17744445 @default.
- W80752013 hasConceptScore W80752013C182306322 @default.
- W80752013 hasConceptScore W80752013C191795146 @default.
- W80752013 hasConceptScore W80752013C199539241 @default.
- W80752013 hasConceptScore W80752013C2524010 @default.
- W80752013 hasConceptScore W80752013C2778572836 @default.
- W80752013 hasConceptScore W80752013C33923547 @default.
- W80752013 hasConceptScore W80752013C41008148 @default.
- W80752013 hasConceptScore W80752013C50817715 @default.
- W80752013 hasLocation W807520131 @default.
- W80752013 hasOpenAccess W80752013 @default.
- W80752013 hasPrimaryLocation W807520131 @default.
- W80752013 hasRelatedWork W2012030066 @default.
- W80752013 hasRelatedWork W2027959633 @default.
- W80752013 hasRelatedWork W2562017749 @default.
- W80752013 hasRelatedWork W2599293435 @default.
- W80752013 hasRelatedWork W2963746283 @default.
- W80752013 hasRelatedWork W2964292172 @default.
- W80752013 hasRelatedWork W2986711670 @default.
- W80752013 hasRelatedWork W3126592115 @default.
- W80752013 hasRelatedWork W4229702725 @default.
- W80752013 hasRelatedWork W1969394250 @default.
- W80752013 isParatext "false" @default.
- W80752013 isRetracted "false" @default.
- W80752013 magId "80752013" @default.
- W80752013 workType "book-chapter" @default.