Put-call parity and generalized neo-additive pricing rules
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Publication:829512
DOI10.1007/s11238-020-09775-zzbMath1461.91303OpenAlexW3090299847MaRDI QIDQ829512
Jean-Philippe Lefort, Emy Lécuyer
Publication date: 6 May 2021
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-020-09775-z
put-call paritymarket frictionsfundamental theorem of asset pricingChoquet pricingneo-additive capacity
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