Put-call parity and generalized neo-additive pricing rules (Q829512)
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scientific article; zbMATH DE number 7344803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Put-call parity and generalized neo-additive pricing rules |
scientific article; zbMATH DE number 7344803 |
Statements
Put-call parity and generalized neo-additive pricing rules (English)
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6 May 2021
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Choquet pricing
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fundamental theorem of asset pricing
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market frictions
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neo-additive capacity
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put-call parity
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0.8730738162994385
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0.7904486060142517
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0.7699456810951233
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0.7654390335083008
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0.7628276944160461
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