Good Deal Bounds Induced by Shortfall Risk
Work
Year: 2011
Type: article
Abstract: We consider, throughout this paper, an incomplete financial market which is governed by a possibly nonlocally bounded right-continuous with left-limits (RCLL) special semimartingale. We shall provide ... more
Author Takuji Arai
Cites: 31
Cited by: 22
Related to: 10
FWCI: 3.225
Citation percentile (by year/subfield): 87.65
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green