Showing 1 - 10 of 11
We show that the recent results on the Fundamental Theorem of Asset Pricing and the super-hedging theorem in the context of model uncertainty can be extended to the case in which the options available for static hedging (hedging options) are quoted with bid-ask spreads. In this set-up, we need...
Persistent link: https://www.econbiz.de/10010489073
Persistent link: https://www.econbiz.de/10015185091
Persistent link: https://www.econbiz.de/10010232662
Persistent link: https://www.econbiz.de/10009726195
Persistent link: https://www.econbiz.de/10010416754
Persistent link: https://www.econbiz.de/10012065022
Persistent link: https://www.econbiz.de/10012544441
Persistent link: https://www.econbiz.de/10014251883
Persistent link: https://www.econbiz.de/10014276737
Persistent link: https://www.econbiz.de/10015079786