Semi‐efficient valuations and put‐call parity (Q4962463)
From MaRDI portal
scientific article; zbMATH DE number 6971520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi‐efficient valuations and put‐call parity |
scientific article; zbMATH DE number 6971520 |
Statements
Semi‐efficient valuations and put‐call parity (English)
0 references
2 November 2018
0 references
absence of arbitrage
0 references
completeness
0 references
consistent valuation
0 references
efficiency
0 references
incomplete markets
0 references
maximal strategies
0 references
NFLVR
0 references
NUPBR
0 references
option valuation
0 references
put-call parity
0 references
risk-neutral valuation
0 references
semi-efficient markets
0 references
viability
0 references
