The risk-neutral non-additive probability with market frictions (Q2157279)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk-neutral non-additive probability with market frictions |
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The risk-neutral non-additive probability with market frictions (English)
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27 July 2022
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market frictions
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risk-neutral nonadditive probability
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absence of arbitrage opportunities
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Choquet pricing
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put-call parity
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