Existence of price functionals with bid-ask spreads on the space of all integrable contingent claims
Year of publication: |
2001
|
---|---|
Authors: | Bosi, Gianni ; Zuanon, Magali |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | price functional | bid-ask spreads | no arbitrage assumption | marketed contingent claims |
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