Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet
| Year of publication: |
2024
|
|---|---|
| Authors: | Bastianello, Lorenzo ; Chateauneuf, Alain ; Cornet, Bernard |
| Subject: | asset pricing | Call-Put Parity | Choquet and/or Šipoš pricing | Discount Certificate-Call Parity | market frictions | no arbitrage | Put-Call Parity | Arbitrage | Optionspreistheorie | Option pricing theory | Zinsparität | Interest rate parity | CAPM | Optionsgeschäft | Option trading | Kaufkraftparität | Purchasing power parity | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12433 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015149385