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20112026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 44 across the 14 of their papers we have counts for

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q-fin.PR2022

Fair pricing and hedging under small perturbations of the numéraire on a finite probability space

William Busching, Delphine Hintz, Oleksii Mostovyi +1

We consider the problem of fair pricing and hedging under small perturbations of the numéraire. We show that for replicable claims, the change of numéraire affects neither the fair…