Implied trees in illiquid markets: A Choquet pricing approach (Q4785090)
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scientific article; zbMATH DE number 1847071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied trees in illiquid markets: A Choquet pricing approach |
scientific article; zbMATH DE number 1847071 |
Statements
Implied trees in illiquid markets: A Choquet pricing approach (English)
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17 December 2002
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illiquid markets
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put call parity
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implied trees
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derivatives
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Choquet integral
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