Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Good–deal_bounds> ?p ?o }
Showing triples 1 to 11 of
11
with 100 triples per page.
- Good–deal_bounds abstract "Good–deal bounds are price bounds for a financial portfolio which depends on an individual trader's preferences. Mathematically, if is a set of portfolios with future outcomes which are "acceptable" to the trader, then define the function bywhere is the set of final values for self-financing trading strategies. Then any price in the range does not provide a good deal for this trader, and this range is called the "no good-deal price bounds."If then the good-deal price bounds are the no-arbitrage price bounds, and correspond to the subhedging and superhedging prices. The no-arbitrage bounds are the greatest extremes that good-deal bounds can take.If where is a utility function, then the good-deal price bounds correspond to the indifference price bounds.".
- Good–deal_bounds wikiPageID "33308777".
- Good–deal_bounds wikiPageRevisionID "569352026".
- Good–deal_bounds subject Category:Mathematical_finance.
- Good–deal_bounds subject Category:Pricing.
- Good–deal_bounds comment "Good–deal bounds are price bounds for a financial portfolio which depends on an individual trader's preferences. Mathematically, if is a set of portfolios with future outcomes which are "acceptable" to the trader, then define the function bywhere is the set of final values for self-financing trading strategies.".
- Good–deal_bounds label "Good–deal bounds".
- Good–deal_bounds sameAs Good%E2%80%93deal_bounds.
- Good–deal_bounds sameAs Q5583765.
- Good–deal_bounds sameAs Q5583765.
- Good–deal_bounds wasDerivedFrom Good–deal_bounds?oldid=569352026.