{"id":"https://openalex.org/W2941363628","doi":"https://doi.org/10.1007/s10957-020-01699-6","title":"Risk-Neutral Pricing for Arbitrage Pricing Theory","display_name":"Risk-Neutral Pricing for Arbitrage Pricing Theory","publication_year":2020,"publication_date":"2020-06-23","ids":{"openalex":"https://openalex.org/W2941363628","doi":"https://doi.org/10.1007/s10957-020-01699-6","mag":"2941363628"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-020-01699-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-020-01699-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-020-01699-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10957-020-01699-6.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084971746","display_name":"Laurence Carassus","orcid":"https://orcid.org/0000-0002-4428-1735"},"institutions":[{"id":"https://openalex.org/I96226040","display_name":"Universit\u00e9 de Reims Champagne-Ardenne","ror":"https://ror.org/03hypw319","country_code":"FR","type":"education","lineage":["https://openalex.org/I96226040"]},{"id":"https://openalex.org/I4210121459","display_name":"P\u00f4le Universitaire L\u00e9onard de Vinci","ror":"https://ror.org/02setav13","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210121459"]},{"id":"https://openalex.org/I4387156098","display_name":"Laboratoire de Math\u00e9matiques de Reims","ror":"https://ror.org/01xkfnd03","country_code":null,"type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387156098","https://openalex.org/I96226040"]},{"id":"https://openalex.org/I4210155549","display_name":"Laboratoire de Math\u00e9matiques","ror":"https://ror.org/05sd5r855","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I198244214","https://openalex.org/I4210141950","https://openalex.org/I4210155549"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Laurence Carassus","raw_affiliation_strings":["LMR, UMR 9008, Universit\u00e9 de Reims-Champagne Ardenne, Reims, France","L\u00e9onard de Vinci P\u00f4le Universitaire, Research Center, 92 916, Paris La D\u00e9fense, France","LMR - Laboratoire de Math\u00e9matiques de Reims (U.F.R. Sciences Exactes et Naturelles\r\nMoulin de la Housse - BP 1039\r\n51687 REIMS cedex 2 - France)","PULV - P\u00f4le Universitaire L\u00e9onard de Vinci (2 av. L\u00e9onard-de-Vinci 92400 Courbevoie. Adresse postale : 92916 Paris-La D\u00e9fense Cedex - France)"],"affiliations":[{"raw_affiliation_string":"LMR, UMR 9008, Universit\u00e9 de Reims-Champagne Ardenne, Reims, France","institution_ids":["https://openalex.org/I96226040"]},{"raw_affiliation_string":"L\u00e9onard de Vinci P\u00f4le Universitaire, Research Center, 92 916, Paris La D\u00e9fense, France","institution_ids":["https://openalex.org/I4210121459"]},{"raw_affiliation_string":"LMR - Laboratoire de Math\u00e9matiques de Reims (U.F.R. Sciences Exactes et Naturelles\r\nMoulin de la Housse - BP 1039\r\n51687 REIMS cedex 2 - France)","institution_ids":["https://openalex.org/I4210155549","https://openalex.org/I4387156098"]},{"raw_affiliation_string":"PULV - P\u00f4le Universitaire L\u00e9onard de Vinci (2 av. L\u00e9onard-de-Vinci 92400 Courbevoie. Adresse postale : 92916 Paris-La D\u00e9fense Cedex - France)","institution_ids":["https://openalex.org/I4210121459"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087944053","display_name":"Mikl\u00f3s R\u00e1sonyi","orcid":"https://orcid.org/0000-0002-3105-4752"},"institutions":[{"id":"https://openalex.org/I127817813","display_name":"Alfr\u00e9d R\u00e9nyi Institute of Mathematics","ror":"https://ror.org/03vw74f64","country_code":"HU","type":"facility","lineage":["https://openalex.org/I127817813","https://openalex.org/I7597260"]}],"countries":["HU"],"is_corresponding":false,"raw_author_name":"Mikl\u00f3s R\u00e1sonyi","raw_affiliation_strings":["Alfr\u00e9d R\u00e9nyi Institute of Mathematics, Budapest, Hungary","Alfr\u00e9d R\u00e9nyi Institute of Mathematics (Re\u00e1ltanoda utca 13-15, H-1053, Budapest - Hungary)"],"affiliations":[{"raw_affiliation_string":"Alfr\u00e9d R\u00e9nyi Institute of Mathematics, Budapest, Hungary","institution_ids":["https://openalex.org/I127817813"]},{"raw_affiliation_string":"Alfr\u00e9d R\u00e9nyi Institute of Mathematics (Re\u00e1ltanoda utca 13-15, H-1053, Budapest - Hungary)","institution_ids":["https://openalex.org/I127817813"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5084971746"],"corresponding_institution_ids":["https://openalex.org/I4210121459","https://openalex.org/I4210155549","https://openalex.org/I4387156098","https://openalex.org/I96226040"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.9507,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.77102822,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"186","issue":"1","first_page":"248","last_page":"263"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"Arbitrage pricing theory","score":0.6245366334915161},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.606410801410675},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.6038709282875061},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.591440737247467},{"id":"https://openalex.org/keywords/reservation","display_name":"Reservation","score":0.5775309801101685},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.569676399230957},{"id":"https://openalex.org/keywords/investment-theory","display_name":"Investment theory","score":0.560316801071167},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5597415566444397},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.559289813041687},{"id":"https://openalex.org/keywords/rational-pricing","display_name":"Rational pricing","score":0.521266520023346},{"id":"https://openalex.org/keywords/replication","display_name":"Replication (statistics)","score":0.518117368221283},{"id":"https://openalex.org/keywords/fundamental-theorem-of-asset-pricing","display_name":"Fundamental theorem of asset pricing","score":0.48676204681396484},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"Risk aversion (psychology)","score":0.476574182510376},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4708157181739807},{"id":"https://openalex.org/keywords/utility-maximization","display_name":"Utility maximization","score":0.4448954164981842},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.43357858061790466},{"id":"https://openalex.org/keywords/infinity","display_name":"Infinity","score":0.41704750061035156},{"id":"https://openalex.org/keywords/expected-utility-hypothesis","display_name":"Expected utility hypothesis","score":0.3875647187232971},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.36087149381637573},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.34455350041389465},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2976834774017334},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.29384738206863403},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.19924360513687134}],"concepts":[{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.6245366334915161},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.606410801410675},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.6038709282875061},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.591440737247467},{"id":"https://openalex.org/C2777632111","wikidata":"https://www.wikidata.org/wiki/Q1937518","display_name":"Reservation","level":2,"score":0.5775309801101685},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.569676399230957},{"id":"https://openalex.org/C185632549","wikidata":"https://www.wikidata.org/wiki/Q48967834","display_name":"Investment theory","level":3,"score":0.560316801071167},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5597415566444397},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.559289813041687},{"id":"https://openalex.org/C159998540","wikidata":"https://www.wikidata.org/wiki/Q7295776","display_name":"Rational pricing","level":3,"score":0.521266520023346},{"id":"https://openalex.org/C12590798","wikidata":"https://www.wikidata.org/wiki/Q3933199","display_name":"Replication (statistics)","level":2,"score":0.518117368221283},{"id":"https://openalex.org/C28451198","wikidata":"https://www.wikidata.org/wiki/Q5508973","display_name":"Fundamental theorem of asset pricing","level":4,"score":0.48676204681396484},{"id":"https://openalex.org/C129915516","wikidata":"https://www.wikidata.org/wiki/Q17083550","display_name":"Risk aversion (psychology)","level":3,"score":0.476574182510376},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4708157181739807},{"id":"https://openalex.org/C2985793214","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization","level":2,"score":0.4448954164981842},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.43357858061790466},{"id":"https://openalex.org/C7321624","wikidata":"https://www.wikidata.org/wiki/Q205","display_name":"Infinity","level":2,"score":0.41704750061035156},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.3875647187232971},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.36087149381637573},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.34455350041389465},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2976834774017334},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.29384738206863403},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19924360513687134},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s10957-020-01699-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-020-01699-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-020-01699-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:real.mtak.hu:112602","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306400081","display_name":"Repository of the Academy's Library (Library of the Hungarian Academy of Sciences)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210140733","host_organization_name":"Library and Information Centre of the Hungarian Academy of Sciences","host_organization_lineage":["https://openalex.org/I4210140733"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:arXiv.org:1904.11252","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1904.11252","pdf_url":"https://arxiv.org/pdf/1904.11252","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-04842839v1","is_oa":true,"landing_page_url":"https://hal.science/hal-04842839","pdf_url":null,"source":{"id":"https://openalex.org/S4406922466","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Optimization Theory and Applications, 2020, 186 (1), pp.248-263. ⟨10.1007/s10957-020-01699-6⟩","raw_type":"Journal articles"},{"id":"pmh:oai:RePEc:spr:joptap:v:186:y:2020:i:1:d:10.1007_s10957-020-01699-6","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-020-01699-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10957-020-01699-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-020-01699-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-020-01699-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4065819436","display_name":null,"funder_award_id":"2015-6","funder_id":"https://openalex.org/F4320322192","funder_display_name":"Magyar Tudom\u00e1nyos Akad\u00e9mia"},{"id":"https://openalex.org/G5205996342","display_name":null,"funder_award_id":"LP 2015-6","funder_id":"https://openalex.org/F4320322192","funder_display_name":"Magyar Tudom\u00e1nyos Akad\u00e9mia"},{"id":"https://openalex.org/G8098264480","display_name":null,"funder_award_id":"KH 126505","funder_id":"https://openalex.org/F4320326762","funder_display_name":"Nemzeti Kutat\u00e1si Fejleszt\u00e9si \u00e9s Innov\u00e1ci\u00f3s Hivatal"}],"funders":[{"id":"https://openalex.org/F4320322192","display_name":"Magyar Tudom\u00e1nyos Akad\u00e9mia","ror":"https://ror.org/02ks8qq67"},{"id":"https://openalex.org/F4320326762","display_name":"Nemzeti Kutat\u00e1si Fejleszt\u00e9si \u00e9s Innov\u00e1ci\u00f3s Hivatal","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2941363628.pdf","grobid_xml":"https://content.openalex.org/works/W2941363628.grobid-xml"},"referenced_works_count":44,"referenced_works":["https://openalex.org/W49591165","https://openalex.org/W1557270667","https://openalex.org/W1967069346","https://openalex.org/W1973025330","https://openalex.org/W1978409019","https://openalex.org/W2004073889","https://openalex.org/W2005806989","https://openalex.org/W2007688427","https://openalex.org/W2010681793","https://openalex.org/W2011787450","https://openalex.org/W2019756618","https://openalex.org/W2019923367","https://openalex.org/W2021355027","https://openalex.org/W2025611071","https://openalex.org/W2029056003","https://openalex.org/W2039247478","https://openalex.org/W2074974704","https://openalex.org/W2078036664","https://openalex.org/W2078274626","https://openalex.org/W2083148578","https://openalex.org/W2086565819","https://openalex.org/W2102721153","https://openalex.org/W2131407826","https://openalex.org/W2135037111","https://openalex.org/W2144846366","https://openalex.org/W2145035301","https://openalex.org/W2162328283","https://openalex.org/W2312258345","https://openalex.org/W2416771065","https://openalex.org/W2516137114","https://openalex.org/W2580645530","https://openalex.org/W2624260530","https://openalex.org/W2962904060","https://openalex.org/W2963239645","https://openalex.org/W2963525260","https://openalex.org/W2995871652","https://openalex.org/W3104841051","https://openalex.org/W3123062862","https://openalex.org/W3216707380","https://openalex.org/W4236811028","https://openalex.org/W4243310590","https://openalex.org/W4252707658","https://openalex.org/W4285719527","https://openalex.org/W4300072097"],"related_works":["https://openalex.org/W4240885126","https://openalex.org/W2288178163","https://openalex.org/W4300978472","https://openalex.org/W2805577600","https://openalex.org/W4254121023","https://openalex.org/W4233260160","https://openalex.org/W4214567539","https://openalex.org/W3124236574","https://openalex.org/W3122215073","https://openalex.org/W2273664285"],"abstract_inverted_index":{"Abstract":[0],"We":[1],"consider":[2],"infinite-dimensional":[3],"optimization":[4],"problems":[5],"motivated":[6],"by":[7],"the":[8,27,33,45,52],"financial":[9],"model":[10],"called":[11],"Arbitrage":[12],"Pricing":[13],"Theory.":[14],"Using":[15],"probabilistic":[16],"and":[17,44],"functional":[18],"analytic":[19],"tools,":[20],"we":[21,31],"provide":[22],"a":[23],"dual":[24],"characterization":[25],"of":[26,35,47],"superreplication":[28],"cost.":[29],"Then,":[30],"show":[32],"existence":[34],"optimal":[36],"strategies":[37],"for":[38],"investors":[39],"maximizing":[40],"their":[41,48,56],"expected":[42],"utility":[43],"convergence":[46],"reservation":[49],"prices":[50],"to":[51,59],"super-replication":[53],"cost":[54],"as":[55],"risk-aversion":[57],"tends":[58],"infinity.":[60]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2019-05-03T00:00:00"}