Asset pricing in an imperfect world

DOI10.1007/s00199-016-0999-7zbMath1398.91285arXiv1410.6408OpenAlexW3098999640MaRDI QIDQ683829

Gianluca Cassese

Publication date: 9 February 2018

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6408

zbMATH Keywords

coherencetransaction costsarbitragebubblesfundamental theorem of asset pricingbid/ask spreadsrisk-neutral probability

Mathematics Subject Classification ID

Related Items (2)

Complete and competitive financial markets in a complex world ⋮ NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES

Cites Work

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