Ezequiel Antar

University of Cambridge - Centre for Financial Research

Centre for Mathematical Sciences

Wilberforce Road

Cambridge, CB3 0WA

United Kingdom

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Risk Measures and Financial Innovation with Backward Stochastic Difference Equations

Number of pages: 44 Posted: 01 Apr 2016 Last Revised: 22 Apr 2019
Ezequiel Antar and M. A. H. Dempster
University of Cambridge - Centre for Financial Research and University of Cambridge - Centre for Financial Research
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Abstract:

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BSΔEs, risk measures, dynamic trading equilibria, equilibrium pricing, unpriced risks, optimal securities, risk transfer