CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867)
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scientific article; zbMATH DE number 1253669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS |
scientific article; zbMATH DE number 1253669 |
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CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (English)
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23 February 1999
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Choquet pricing
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financial markets with frictions
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no-arbitrage valuation
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bid-ask spreads
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nonlinear valuation formula
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Choquet integrals
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