Valuation of contingent claims with short selling bans under an equal-risk pricing framework
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Cited by:
- Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments," Papers 2102.12694, arXiv.org.
- Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep equal risk pricing of financial derivatives with non-translation invariant risk measures," Papers 2107.11340, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2019-10-21 (Financial Markets)
- NEP-RMG-2019-10-21 (Risk Management)
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