Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
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Publication:6641085
DOI10.1111/MAFI.12433MaRDI QIDQ6641085
Bernard Cornet, Alain Chateauneuf, Lorenzo Bastianello
Publication date: 20 November 2024
Published in: Mathematical Finance (Search for Journal in Brave)
asset pricingno arbitrageput-call paritymarket frictionscall-put parityChoquet and/or Šipoš pricingdiscount certificate-call parity
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