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Stochastic Finance, 4th Edition by Alexander Schied, Hans Föllmer

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References

[1]Acciao, B., Penner, I. Dynamic risk measures. Forthcoming in: Advanced Mathematical Methods for Finance, Springer.

[2]Acerbi, C., Tasche, D. On the coherence of expected shortfall. Journal of Banking and Finance 26, (2002), 14871503.

[3]Aliprantis, C. D., Border, K. C. Infinite dimensional Analysis. A hitchhikers guide, 2nd edition. Springer-Verlag, Berlin, 1999.

[4]Aliprantis, C., Brown, D., Burkinshaw, O. Existence and optimality of competitive equilibria. Springer-Verlag, Berlin, 1989.

[5]Allais, M. Le comportement de lhomme rationell devant de risque: Critique des postulats et axiomes de lécole Américaine. Econometrica 21 (1953), 503546 .

[6]Anscombe, F. J., Aumann, R. J. A definition of subjective probability. Ann. Math. ...

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