Showing 1 - 10 of 18,406
Persistent link: https://www.econbiz.de/10013262870
Persistent link: https://www.econbiz.de/10012815955
Persistent link: https://www.econbiz.de/10009614482
Persistent link: https://www.econbiz.de/10011868689
We show that the recent results on the Fundamental Theorem of Asset Pricing and the super-hedging theorem in the context of model uncertainty can be extended to the case in which the options available for static hedging (hedging options) are quoted with bid-ask spreads. In this set-up, we need...
Persistent link: https://www.econbiz.de/10010489073
Persistent link: https://www.econbiz.de/10011765002
Persistent link: https://www.econbiz.de/10011590682
Persistent link: https://www.econbiz.de/10013553642
Persistent link: https://www.econbiz.de/10000883272
Persistent link: https://www.econbiz.de/10000884964