Coming Soon: Convex Prices and Arbitrage—the cash additive case
Abstract
We provide the characterization of several convex pricing rules under the assumption of cash additivity.
Type
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Lorenzo Maria Stanca
Assistant Professor of Economics
Greetings! I hold concurrent appointments as an Assistant Professor at Collegio Carlo Alberto and within the Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) at the University of Turin. My academic focus is centered on economic theory, with a particular emphasis on decision theory.