Cost-efficient contingent claims with market frictions (Q253119)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cost-efficient contingent claims with market frictions |
scientific article; zbMATH DE number 6551197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cost-efficient contingent claims with market frictions |
scientific article; zbMATH DE number 6551197 |
Statements
Cost-efficient contingent claims with market frictions (English)
0 references
8 March 2016
0 references
payoff distributional pricing
0 references
cost-efficiency
0 references
contingent claims
0 references
nonlinear pricing
0 references
bid-ask spread
0 references
ambiguity
0 references
Knightian uncertainty
0 references
non-additive probability
0 references
Choquet integral
0 references
0 references
0 references
