A note on the fundamental theorem of asset pricing under model uncertainty
Year of publication: |
2014
|
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Authors: | Bayraktar, Erhan ; Zhang, Yuchong ; Zhou, Zhou |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 2.2014, 4, p. 425-433
|
Subject: | Model uncertainty | bid-ask prices for options | semi-static hedging | non-dominated collection of probability measures | Fundamental Theorem of Asset Pricing | super-hedging | robust no-arbitrage | non-redundant options | CAPM | Optionspreistheorie | Option pricing theory | Hedging | Martingal | Martingale | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks2040425 [DOI] hdl:10419/167842 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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