Pages that link to "Item:Q894049"
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The following pages link to Put-call parity and market frictions (Q894049):
Displaying 19 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)