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Cited article:
Mustafa Ç. Pınar
ESAIM: COCV, 16 1 (2010) 132-147
Published online: 2008-11-08
This article has been cited by the following article(s):
5 articles
An Improvement of Gain-Loss Price Bounds on Options Based on Binomial Tree and Market-Implied Risk-Neutral Distribution
Shi-jie Jiang, Mujun Lei and Cheng-Huang Chung Sustainability 10 (6) 1942 (2018) https://doi.org/10.3390/su10061942
A convex duality approach for pricing contingent claims under partial information and short selling constraints
Kristina Rognlien Dahl Stochastic Analysis and Applications 35 (2) 317 (2017) https://doi.org/10.1080/07362994.2016.1255147
The Best Gain-Loss Ratio is a Poor Performance Measure
Sara Biagini and Mustafa Ç. Pinar SIAM Journal on Financial Mathematics 4 (1) 228 (2013) https://doi.org/10.1137/120866774
A dual representation of gain–loss hedging for European claims in discrete time
Mustafa Ç. Pınar Optimization 61 (4) 361 (2012) https://doi.org/10.1080/02331934.2012.665053
Gain–loss based convex risk limits in discrete-time trading
Mustafa Ç. Pınar Computational Management Science 8 (3) 299 (2011) https://doi.org/10.1007/s10287-010-0122-7