Put-call parity and generalized neo-additive pricing rules
Emy Lécuyer, Jean-Philippe Lefort
| Year of publication: |
2021
|
|---|---|
| Authors: | Lécuyer, Emy ; Lefort, Jean-Philippe |
| Subject: | Choquet pricing | Fundamental Theorem of Asset Pricing | market frictions | Neo-additive capacity | Put-call parity | CAPM | Optionspreistheorie | Option pricing theory | Preismanagement | Pricing strategy | Unvollkommener Markt | Incomplete market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11238-020-09775-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012583642