Notice

This record is currently in review state, the data hasn’t been validated yet.

Semi‐efficient valuations and put‐call parity

Thumbnail
Metadata only
Author
Herdegen, Martin
Schweizer, Martin
Date
2018
Type
  • Journal Article
Publication status
published
External links
Search via SFX
Journal / series
Mathematical Finance
Publisher
Wiley-Blackwell
Subject
Absence of arbitrage; Completeness; Consistent valuation; Efficiency; Incomplete markets; Maximal strategies; NFLVR; NUPBR; Option valuation; Put-call parity; Risk-neutral valuation; Semi-efficient markets; Viability
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin  
Funding
150101 - Financial markets with small frictions: from individual investors towards equilibria (SNF)
More
Show all metadata
Citations
Cited 1 times in Scopus
ETH Bibliography
yes
Altmetrics