Defesa de Dissertação – Luiz Carlos de Araujo Junior
Arbitrage pricing through risk measures Resumo: 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 finance framework when the distortions are equal. Based on this new
Defesa de Dissertação – Luiz Carlos de Araujo Junior Read More »
