Submodular financial markets with frictions (Q2143910)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Submodular financial markets with frictions |
scientific article |
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Submodular financial markets with frictions (English)
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31 May 2022
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submodularity
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financial markets
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frictions
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bid-ask
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arbitrage
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multi-prior model
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super-hedging price
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super-replication
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risk measure
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pricing rules
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Choquet integral
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event securities
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