Choquet pricing for financial markets with frictions

Mathematical Finance

Volumn 6, Issue 3, 1996, Pages 323-330

  Chateauneuf, A ^a   Kast, R ^b   Lapied, A ^b  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Bid ask spread; Capacity; Choquet integral; No arbitrage valuation

Indexed keywords

EID: 0030545692     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00119.x     Document Type: Article

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