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Put–Call Parity and market frictions · Study

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ArticlePut–Call Parity and market frictions

Simone Cerreia‐Vioglio2015

OA

Articlegreen2015

Put–Call Parity and market frictions

Simone Cerreia‐Vioglio · Fabio Maccheroni · Massimo Marinacci B

42 citations·0/0 files stored·Journal of Economic Theory

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1961Risk, Ambiguity, and the Savage Axioms 1986Asset pricing and the bid-ask spread 1979Martingales and arbitrage in multiperiod securities markets 1981Martingales and stochastic integrals in the theory of continuous trading 2004Subjective probability and expected utility without additivity 1989Subjective Probability and Expected Utility without Additivity 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1994A general version of the fundamental theorem of asset pricing

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Year2015

Typearticle

Published2015-01-05

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations42

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jet.2014.12.011

openalex_workW2048408786

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