Num\'{e}raire-invariant preferences in financial modeling
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Cited by:
- Song, Shiqi, 2016. "Drift operator in a viable expansion of information flow," Stochastic Processes and their Applications, Elsevier, vol. 126(8), pages 2297-2322.
- Beatrice Acciaio & Hans Föllmer & Irina Penner, 2012. "Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles," Finance and Stochastics, Springer, vol. 16(4), pages 669-709, October.
- Irina Penner & Anthony Réveillac, 2014. "Risk measures for processes and BSDEs," Post-Print hal-00814702, HAL.
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