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The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain; Cornet, Bernard - In: Economic theory bulletin 10 (2022) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10013262870
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A remark on the set of arbitrage-free prices in a multi-period model
Cornet, Bernard; Ranjan, Abhishek - In: International journal of economic theory 9 (2013) 1, pp. 35-43
Persistent link: https://www.econbiz.de/10009745052
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Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1242-1262
Persistent link: https://www.econbiz.de/10015149385
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Submodular financial markets with frictions
Chateauneuf, Alain; Cornet, Bernard - In: Economic theory 73 (2022) 2/3, pp. 721-744
Persistent link: https://www.econbiz.de/10013277391