The risk-neutral non-additive probability with market frictions (Q2157279)
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scientific article; zbMATH DE number 7564542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The risk-neutral non-additive probability with market frictions |
scientific article; zbMATH DE number 7564542 |
Statements
The risk-neutral non-additive probability with market frictions (English)
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27 July 2022
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market frictions
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risk-neutral nonadditive probability
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absence of arbitrage opportunities
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Choquet pricing
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put-call parity
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0.8270359635353088
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0.8181483745574951
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0.8118391633033752
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0.7946086525917053
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0.7904486060142517
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