Good–deal bounds
id:
good-deal-bounds-317-13370139
title:
Good–deal bounds
text:
Good–deal bounds are price bounds for a financial portfolio which depends on an individual trader's preferences. Mathematically, if A is a set of portfolios with future outcomes which are "acceptable" to the trader, then define the function ρ : L p → R :{\mathcal {L}}^{p}\to \mathbb {R} } by where A T is the set of final values for self-financing trading strategies. Then any price in the range does not provide a good deal for this trader, and this range is called the "no good-deal price bounds.
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Good%E2%80%93deal_bounds
date created:
date modified:
2022-01-30T05:29:10Z
main entity:
{"identifier":"Q5583765","url":"https://www.wikidata.org/entity/Q5583765"}
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fields total:
13
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13