Pages that link to "Item:Q5109970"
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The following pages link to Consistency of option prices under bid–ask spreads (Q5109970):
Displaying 6 items.
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- THE RANGE OF TRADED OPTION PRICES (Q3446056) (← links)
- Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674) (← links)
- Price bias and common practice in option pricing (Q5107617) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)