No-arbitrage commodity option pricing with market manipulation
René Aïd, Giorgia Callegaro, Luciano Campi
| Year of publication: |
2020
|
|---|---|
| Authors: | Aïd, René ; Callegaro, Giorgia ; Campi, Luciano |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 3, p. 577-603
|
| Subject: | Price manipulation | Fair game option pricing | Martingale optimality principle | Linear-quadratic stochastic differential games | Optionspreistheorie | Option pricing theory | Spieltheorie | Game theory | Martingal | Martingale | Stochastisches Spiel | Stochastic game |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00265-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240320