Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085)
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scientific article; zbMATH DE number 7947062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules |
scientific article; zbMATH DE number 7947062 |
Statements
Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (English)
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20 November 2024
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asset pricing
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call-put parity
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Choquet and/or Šipoš pricing
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discount certificate-call parity
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market frictions
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no arbitrage
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put-call parity
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