Correction to: ``No-arbitrage commodity option pricing with market manipulation

DOI10.1007/S11579-020-00285-8zbMATH Open1469.91053OpenAlexW3118925005MaRDI QIDQ829342FDOQ829342

Luciano Campi, Giorgia Callegaro, René Aïd

Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-020-00285-8

Recommendations

• No-arbitrage commodity option pricing with market manipulation
• Correction to: ``Exchange option under jump-diffusion dynamics
• Correction
• Detecting and repairing arbitrage in traded option prices
• Corrections to the prices of derivatives due to market incompleteness
• Corrigendum
• Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model
• No-arbitrage interpolation of the option price function and its reformulation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of game theory (91A80) Martingales with continuous parameter (60G44) Stochastic games, stochastic differential games (91A15)

Cites Work

• Term-structure models. A graduate course
• No-arbitrage commodity option pricing with market manipulation

This page was built for publication: Correction to: ``No-arbitrage commodity option pricing with market manipulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829342)