Coherent Risk Measure on L0: NA Condition, Pricing and Dual Representation
The article presents a revised version of the fundamental theorem of asset pricing in financial market models, demonstrating that all risk-hedging prices are consistent under the NA condition.
Featured in No. 49 on 15 May 2024 · 5 days after release · 0 citations today · published in International Journal of Theoretical and Applied Finance
- Released
- 10 May 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- International Journal of Theoretical and Applied Finance
- Shares when featured
- 3
- Identifier
- doi:10.1142/s0219024921500370
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