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Université Paris VII Denis Diderot
Financial Market Models, Super-Hedging Prices, No-Arbitrage Condition, Conditional Support, Essential Supremum
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optimization, existence and well‐posedness in behavioral finance, “S‐shaped” utility function, probability distortion, Choquet integral
Stationarity, Arbitrage, Transaction costs, Farkas lemma, Weak-compactness, Fixed point theorem
Investment, short sales constraint, stationnary, arbitrage, radon measure, Laplace transform.
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