Convex Risk Measures For Good Deal Bounds
Work
Year: 2013
Type: article
Abstract: We study convex risk measures describing the upper and lower bounds of a good deal bound, which is a subinterval of a no‐arbitrage pricing bound. We call such a convex risk measure a good deal valuati... more
Source: Mathematical Finance
Authors Takuji Arai, Masaaki Fukasawa
Institutions Keio University, Osaka University
Cites: 28
Cited by: 23
Related to: 10
FWCI: 3.186
Citation percentile (by year/subfield): 90.7
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green