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Cited article:

Gain-loss pricing under ambiguity of measure

Mustafa Ç. Pınar

ESAIM: COCV, 16 1 (2010) 132-147

Published online: 2008-11-08

DOI: https://doi.org/10.1051/cocv:2008068

This article has been cited by the following article(s):

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A convex duality approach for pricing contingent claims under partial information and short selling constraints

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Stochastic Analysis and Applications 35 (2) 317 (2017)
DOI: 10.1080/07362994.2016.1255147
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The Best Gain-Loss Ratio is a Poor Performance Measure

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SIAM Journal on Financial Mathematics 4 (1) 228 (2013)
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A dual representation of gain–loss hedging for European claims in discrete time

Mustafa Ç. Pınar
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Gain–loss based convex risk limits in discrete-time trading

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