ARBITRAGE-FREE SPREAD - RESPONSE

被引:0
|
作者
HAYRE, LS
机构
来源
JOURNAL OF PORTFOLIO MANAGEMENT | 1991年 / 17卷 / 03期
关键词
D O I
10.3905/jpm.1991.409330
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:78 / 79
页数:2
相关论文
共 50 条
  • [21] On Arbitrage-free Pricing for General Data Queries
    Lin, Bing-Rong
    Kifer, Daniel
    [J]. PROCEEDINGS OF THE VLDB ENDOWMENT, 2014, 7 (09): : 757 - 768
  • [22] Arbitrage-free interpolation of call option prices
    Bender, Christian
    Thiel, Matthias
    [J]. STATISTICS & RISK MODELING, 2020, 37 (1-2) : 55 - 78
  • [23] A multidimensional subdiffusion model:An arbitrage-free market
    李国华
    张红
    罗懋康
    [J]. Chinese Physics B, 2012, (12) : 561 - 567
  • [24] ARBITRAGE-FREE MODELS IN MARKETS WITH TRANSACTION COSTS
    Sayit, Hasanjan
    Viens, Frederi
    [J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2011, 16 : 614 - 622
  • [25] A multidimensional subdiffusion model: An arbitrage-free market
    Li Guo-Hua
    Zhang Hong
    Luo Mao-Kang
    [J]. CHINESE PHYSICS B, 2012, 21 (12)
  • [26] Arbitrage-free modeling under Knightian uncertainty
    Burzoni, Matteo
    Maggis, Marco
    [J]. MATHEMATICS AND FINANCIAL ECONOMICS, 2020, 14 (04) : 635 - 659
  • [27] Arbitrage-free smoothing of the implied volatility surface
    Fengler, Matthias R.
    [J]. QUANTITATIVE FINANCE, 2009, 9 (04) : 417 - 428
  • [28] Arbitrage-free option prices on global markets
    Belopolskaya Ya.
    Filimonova S.
    [J]. Journal of Mathematical Sciences, 2009, 159 (3) : 281 - 294
  • [29] Quantile LASSO in arbitrage-free option markets
    Maciak, Matus
    [J]. ECONOMETRICS AND STATISTICS, 2021, 18 : 106 - 116
  • [30] Arbitrage-free modeling under Knightian uncertainty
    Matteo Burzoni
    Marco Maggis
    [J]. Mathematics and Financial Economics, 2020, 14 : 635 - 659