Essential supremum with respect to a random partial order
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References listed on IDEAS
- Zachary Feinstein & Birgit Rudloff, 2012. "Time consistency of dynamic risk measures in markets with transaction costs," Papers 1201.1483, arXiv.org, revised Dec 2012.
- Bruno Bouchard & Erik Taflin, 2010. "No-arbitrage of second kind in countable markets with proportional transaction costs," Papers 1008.3276, arXiv.org, revised Feb 2013.
- Evren, Özgür & Ok, Efe A., 2011. "On the multi-utility representation of preference relations," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 554-563.
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- Julien Baptiste & Laurence Carassus & Emmanuel L'epinette, 2018. "Pricing without martingale measure," Papers 1807.04612, arXiv.org, revised May 2019.
- Mario Sikic, 2015. "Financial market models in discrete time beyond the concave case," Papers 1512.01758, arXiv.org.
- Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
- Emmanuel Lepinette & Ilya Molchanov, 2017. "Conditional cores and conditional convex hulls of random sets," Papers 1711.10303, arXiv.org.
More about this item
KeywordsRandom partial order; Essential supremum; Transaction costs; Set-valued dynamic risk measures;
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