Market consistent valuations with financial imperfection
Author:
Funder
University of Liverpool
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/article/10.1007/s10203-018-0207-2/fulltext.html
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3. Assa, H., Balbás, A.: Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Math. Finance Econ. 4, 253–268 (2011)
4. Balbás, A., Balbás, B., Heras, A.: Optimal reinsurance with general risk measures. Insur. Math. Econ. 44(3), 374–384 (2009a)
5. Balbás, A., Balbás, R., Mayoral, S.: Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Eur. J. Oper. Res. 192(2), 603–620 (2009b)
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