Put-Call Parity and market frictions
S.Cerreia-Vioglio, F.Maccheroni, M.Marinacci
| Year of publication: |
May 2015
|
|---|---|
| Authors: | Cerreia-Vioglio, S. ; Maccheroni, Fabio ; Marinacci, Massimo |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 157.2015, p. 730-762
|
| Subject: | Put-Call Parity | Market frictions | Fundamental Theorem of Finance | No arbitrage | Choquet pricing | Theorie | Theory | CAPM | Unvollkommener Markt | Incomplete market | Arbitrage | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2014.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011525337