Put-call parity and market frictions (Q894049)

From MaRDI portal
Revision as of 01:32, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Put-call parity and market frictions
scientific article

    Statements

    title
    Put-call parity and market frictions (English)
    0 references
    publication date
    23 November 2015
    0 references
    zbMATH Keywords
    put-call parity
    0 references
    market frictions
    0 references
    fundamental theorem of finance
    0 references
    no arbitrage
    0 references
    Choquet pricing
    0 references
    author
    Simone Cerreia-Vioglio
    0 references
    Fabio Maccheroni
    0 references
    Massimo Marinacci
    0 references

    Identifiers

    zbMATH DE Number
    6512927
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q894049&oldid=25853543"
    Powered by MediaWiki