Market-Consistent Prices

DOI10.1007/978-3-030-39724-1zbMath1440.91001OpenAlexW4244737964MaRDI QIDQ4960210

Cosimo Munari, Pablo Koch-Medina

Publication date: 9 April 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-39724-1

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (1)

Fundamental theorem of asset pricing with acceptable risk in markets with frictions

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