Listar Economía por autor "Araújo Júnior, Luiz Carlos de"
Mostrando ítems 1-1 de 1
-
Arbitrage pricing through risk measures
Araújo Júnior, Luiz Carlos de (2023) [Tesis de maestría]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 ...