Put-call parity and market frictions (Q894049): Difference between revisions

@@ Property / author @@
-Simone Cerreia-Vioglio
@@ Property / author: Simone Cerreia-Vioglio / rank @@
-Normal rank
@@ Property / author @@
-Fabio Maccheroni
@@ Property / author: Fabio Maccheroni / rank @@
-Normal rank
@@ Property / author @@
-Massimo Marinacci
@@ Property / author: Massimo Marinacci / rank @@
-Normal rank
@@ Property / author @@
+Simone Cerreia-Vioglio
@@ Property / author: Simone Cerreia-Vioglio / rank @@
+Normal rank
@@ Property / author @@
+Fabio Maccheroni
@@ Property / author: Fabio Maccheroni / rank @@
+Normal rank
@@ Property / author @@
+Massimo Marinacci
@@ Property / author: Massimo Marinacci / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jet.2014.12.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2048408786
@@ Property / OpenAlex ID: W2048408786 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4746343
@@ Property / cites work: Q4746343 / rank @@
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@@ Property / cites work @@
+A Definition of Subjective Probability
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+Spanning, valuation and options
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+Signed integral representations of comonotonic additive functionals
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+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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+VALUATION EQUILIBRIUM AND PARETO OPTIMUM
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+Asset Pricing in Economies with Frictions
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+Options and Efficiency
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+Subjective Probability and Expected Utility without Additivity
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