Semi‐efficient valuations and put‐call parity

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Author
Herdegen, Martin
Schweizer, Martin
Date
2018-10
Type
  • Journal Article
Publication status
published
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Journal / series
Mathematical Finance
Volume
28(4)
Pages / Article No.
1061 - 1106
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)
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Citations
Cited 1 times in Web of Science
Cited 1 times in Scopus
ETH Bibliography
yes
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