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Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç., (2010)
An improved probability bound for the Approximate S-Lemma
Derinkuyu, Kürşad, (2007)
Gain-loss based convex risk limits in discrete-time trading
Pınar, Mustafa Ç., (2011)