The risk-neutral non-additive probability with market frictions
Alain Chateauneuf, Bernard Cornet
| Year of publication: |
2022
|
|---|---|
| Authors: | Chateauneuf, Alain ; Cornet, Bernard |
| Subject: | Absence of arbitrage opportunities | Choquet pricing | Market frictions | Put-call parity | Risk-neutral nonadditive probability | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Unvollkommener Markt | Incomplete market | Arbitrage | Risiko | Risk | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40505-022-00216-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262870