1 citations · 2 across the 9 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
q-fin.MF2014
Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals
Sebastian E. Ferrando, Alfredo L. Gonzalez, Ivan L. Degano +1
The paper develops general, discrete, non-probabilistic market models and minmax price bounds leading to price intervals for European options. The approach provides the trajectory…
math.PR2014
Trajectory Based Models, Arbitrage and Continuity
Alexander Alvarez, Sebastian Ferrando
The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitra…