Semi‐efficient valuations and put‐call parity
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Author / Producer
Date
2018-10
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
28 (4)
Pages / Article No.
1061 - 1106
Publisher
Wiley-Blackwell
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
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
Notes
Funding
150101 - Financial markets with small frictions: from individual investors towards equilibria (SNF)