CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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Publication:4226867
DOI10.1111/j.1467-9965.1996.tb00119.xzbMath0915.90011OpenAlexW2103984188MaRDI QIDQ4226867
Alain Chateauneuf, André Lapied, Robert Kast
Publication date: 23 February 1999
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00119.x
Choquet integralsChoquet pricingbid-ask spreadsfinancial markets with frictionsno-arbitrage valuationnonlinear valuation formula
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Cites Work
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