Ausgabe 1/2021
Special Issue on Vector- and Set-Valued Methods in Stochastic Finance and Related Areas
Inhalt (7 Artikel)
Set-valued risk measures as backward stochastic difference inclusions and equations
Çağın Ararat, Zachary Feinstein
Open Access
Multi-utility representations of incomplete preferences induced by set-valued risk measures
Cosimo Munari
Risk arbitrage and hedging to acceptability under transaction costs
Emmanuel Lépinette, Ilya Molchanov
Open Access
Elicitability and identifiability of set-valued measures of systemic risk
Tobias Fissler, Jana Hlavinová, Birgit Rudloff
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Julien Grépat, Yuri Kabanov