Put-call parity and market frictions (Q894049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Put-call parity and market frictions |
scientific article |
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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