Put-call parity and generalized neo-additive pricing rules
Year of publication: |
2021
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Authors: | Lécuyer, Emy ; Lefort, Jean-Philippe |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-7187, ZDB-ID 1478916-4. - Vol. 90.2021, 3/4, p. 521-542
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Subject: | Choquet pricing | Fundamental Theorem of Asset Pricing | market frictions | Neo-additive capacity | Put-call parity | Theorie | Theory | CAPM |
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