Cost-efficient contingent claims with market frictions
Mario Ghossoub
| Year of publication: |
Januar 2016
|
|---|---|
| Authors: | Ghossoub, Mario |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 1, p. 87-111
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| Subject: | Payoff distributional pricing | Cost-efficiency | contingent claims | Nonlinear pricing | Bid-ask spread | Ambiguity | Knightian uncertainty | Non-additive probability | Choquet integral | Optionspreistheorie | Option pricing theory | CAPM | Risiko | Risk | Geld-Brief-Spanne | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-015-0151-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011446032