Put-call parity and market frictions (Q894049)

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Put-call parity and market frictions
scientific article

    Statements

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

    zbMATH DE Number
    6512927
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    OpenAlex ID
    W2048408786
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