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New Perspectives in Stochastic Geometry$
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Wilfrid S. Kendall and Ilya Molchanov

Print publication date: 2009

Print ISBN-13: 9780199232574

Published to Oxford Scholarship Online: February 2010

DOI: 10.1093/acprof:oso/9780199232574.001.0001

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 16 June 2021

Random Sets in Finance and Econometrics

Random Sets in Finance and Econometrics

Chapter:
(p.555) 17 Random Sets in Finance and Econometrics
Source:
New Perspectives in Stochastic Geometry
Author(s):

Ilya Molchanov

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199232574.003.0017

This chapter surveys several examples where random sets appear in mathematical finance and econometrics: trading with transaction costs, risk measures, option prices, and partially identified econometric models.

Keywords:   sets appear, mathematical finance, econometrics, transaction costs, risk measures, option prices

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