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

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

Authors: René Aïd, Giorgia Callegaro, Luciano Campi 

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

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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

Cited In (2)

• Correction to: ``Trinomial tree based option pricing model in supply chain financing
• No-arbitrage commodity option pricing with market manipulation

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