Pages that link to "Item:Q894049"

The following pages link to Put-call parity and market frictions (Q894049):

Displaying 20 items.

• Cost-efficient contingent claims with market frictions (Q253119) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
• Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
• Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
• A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
• Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
• Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (Q1741766) (← links)
• Evaluating ambiguous random variables from Choquet to maxmin expected utility (Q1995313) (← links)
• Extensions and distortions of \(\lambda\)-fuzzy measures (Q2048754) (← links)
• Submodular financial markets with frictions (Q2143910) (← links)
• The risk-neutral non-additive probability with market frictions (Q2157279) (← links)
• Updating pricing rules (Q2323301) (← links)
• Choquet integration on Riesz spaces and dual comonotonicity (Q3450277) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• Equilibria Under Knightian Price Uncertainty (Q5225242) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
• Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
• Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)