Put-call parity and generalized neo-additive pricing rules
type: Item
instance of: scholarly article
title: Put-call parity and generalized neo-additive pricing rules
zbMATH Open document ID: 1461.91303
author: Emy Lécuyer
author: Jean-Philippe Lefort
published in: Theory and Decision
publication date: 2021-05-06T00:00:00Z
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 7344803
zbMATH Keywords: Choquet pricing
zbMATH Keywords: fundamental theorem of asset pricing
zbMATH Keywords: market frictions
zbMATH Keywords: neo-additive capacity
zbMATH Keywords: put-call parity
MaRDI profile type: Publication
full work available at URL: s11238-020-09775-z
OpenAlex ID: W3090299847
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DOI: 10.1007/S11238-020-09775-Z
description: scientific article; zbMATH DE number 7344803