Put-call parity and generalized neo-additive pricing rules (Q829512): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S11238-020-09775-Z / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11238-020-09775-Z / rank | |||
Normal rank | |||
Latest revision as of 04:26, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Put-call parity and generalized neo-additive pricing rules |
scientific article |
Statements
Put-call parity and generalized neo-additive pricing rules (English)
0 references
6 May 2021
0 references
Choquet pricing
0 references
fundamental theorem of asset pricing
0 references
market frictions
0 references
neo-additive capacity
0 references
put-call parity
0 references
0 references
