<div class="csl-bib-body">
<div class="csl-entry">Gerhold, S. (2023). Consistency of option prices under bid-ask spreads. In G. Tsaklidis, D. Kugiumtzis, & R. Lykou (Eds.), <i>Book of Abstracts : 10th International Workshop on Applied Probability : IWAP 2023</i> (pp. 60–60).</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/192641
-
dc.language.iso
en
-
dc.subject
option pricing
en
dc.subject
arbitrage
en
dc.subject
Strassen's theorem
en
dc.title
Consistency of option prices under bid-ask spreads
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
60
-
dc.description.endpage
60
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dc.type.category
Abstract Book Contribution
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tuw.booktitle
Book of Abstracts : 10th International Workshop on Applied Probability : IWAP 2023
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tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
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tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.value
30
-
tuw.researchTopic.value
70
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tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
dc.description.numberOfPages
1
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tuw.author.orcid
0000-0002-4172-3956
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tuw.editor.orcid
0000-0002-9013-8446
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tuw.editor.orcid
0000-0002-5337-5688
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tuw.event.name
10th International Workshop on Applied Probability, IWAP 2023
en
tuw.event.startdate
07-06-2023
-
tuw.event.enddate
10-06-2023
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
-
tuw.event.place
Thessaloniki
-
tuw.event.country
GR
-
tuw.event.institution
The Aristotle University of Thessaloniki
-
tuw.event.presenter
Gerhold, Stefan
-
tuw.event.track
Single Track
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
5020
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
30
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wb.sciencebranch.value
70
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item.languageiso639-1
en
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item.openairetype
conference paper
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none
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no Fulltext
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Publications
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item.openairecristype
http://purl.org/coar/resource_type/c_5794
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crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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crisitem.author.orcid
0000-0002-4172-3956
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crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
