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Negative call prices - MaRDI portal

Negative call prices (Q470687)

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scientific article
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English
Negative call prices
scientific article

    Statements

    title
    Negative call prices (English)
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    author
    Johannes Ruf
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    publication date
    12 November 2014
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    zbMATH Keywords
    pricing
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    hedging
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    arbitrage
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    admissibility
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    NFLVR
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    contingent claim
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    strict local martingale
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H30
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    91B24
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    91G10
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    zbMATH DE Number
    6369054
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    OpenAlex ID
    W3105442798
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    arXiv ID
    1204.1903
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