Bid and ask prices as non-linear continuous time G-expectations based on distortions
Crossref DOI link: https://doi.org/10.1007/s11579-014-0117-1
Published Online: 2014-04-22
Published Print: 2014-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Eberlein, Ernst
Madan, Dilip B.
Pistorius, Martijn
Yor, Marc
Text and Data Mining valid from 2014-04-22