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? -Arbitrage and ? -Consistent Pricing for Star-Shaped Risk Measures (2024)

First Author: Herdegen M

Attributed to: Maths Research Associates 2021 Warwick funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1287/moor.2023.0173

Publication URI: http://dx.doi.org/10.1287/moor.2023.0173

Type: Journal Article/Review

Parent Publication: Mathematics of Operations Research