Pages that link to "Item:Q4962463"
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The following pages link to Semi‐efficient valuations and put‐call parity (Q4962463):
Displaying 10 items.
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- (Q3656132) (← links)
- (Q4902818) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)