Cost-efficient contingent claims with market frictions
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Publication:253119
DOI10.1007/s11579-015-0151-7zbMath1404.91257OpenAlexW3124777575MaRDI QIDQ253119
Publication date: 8 March 2016
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-015-0151-7
Choquet integralambiguitycontingent claimsnonlinear pricingbid-ask spreadcost-efficiencyKnightian uncertaintynon-additive probabilitypayoff distributional pricing
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Cites Work
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