Consistency of option prices under bid–ask spreads (Q5109970)
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scientific article; zbMATH DE number 7200939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of option prices under bid–ask spreads |
scientific article; zbMATH DE number 7200939 |
Statements
Consistency of option prices under bid–ask spreads (English)
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14 May 2020
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bid-ask spread
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call option
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martingale
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peacock
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Strassen's theorem
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transaction costs
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