Browsing Economics by Author "Araújo Júnior, Luiz Carlos de"
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Arbitrage pricing through risk measures
Araújo Júnior, Luiz Carlos de (2023) [Dissertation]This work provides an extension of the conic finance framework, through a new spread function that allows each side of the trade to be calculated using a distinct distortion. In this way, we return to the original conic ...