Record link: 
http://hdl.handle.net/20.500.12708/192641
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Title: 
Consistency of option prices under bid-ask spreads
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Citation: 
Gerhold, S. (2023). Consistency of option prices under bid-ask spreads. In G. Tsaklidis, D. Kugiumtzis, & R. Lykou (Eds.), Book of Abstracts : 10th International Workshop on Applied Probability : IWAP 2023 (pp. 60–60).
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Gerhold, Stefan 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
Book of Abstracts : 10th International Workshop on Applied Probability : IWAP 2023 
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Date (published): 
2023
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Event name: 
10th International Workshop on Applied Probability, IWAP 2023 
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Event date: 
7-Jun-2023 - 10-Jun-2023
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Event place: 
Thessaloniki, Greece
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Number of Pages: 
1
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Keywords: 
option pricing; arbitrage; Strassen's theorem
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Research Areas: 
Mathematical Methods in Economics: 30%
Mathematical and Algorithmic Foundations: 70%
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Science Branch: 
5020 - Wirtschaftswissenschaften: 30%
1010 - Mathematik: 70%
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Appears in Collections:
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