Put-call parity and market frictions (Q894049)
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scientific article; zbMATH DE number 6512927
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| default for all languages | No label defined |
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| English | Put-call parity and market frictions |
scientific article; zbMATH DE number 6512927 |
Statements
Put-call parity and market frictions (English)
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23 November 2015
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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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0.8730738162994385
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0.8270359635353088
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0.7363564372062683
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0.7290472984313965
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0.728857159614563
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