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- No-arbitrage_bounds abstract "In financial mathematics, no-arbitrage bounds are mathematical relationships specifying limits on financial portfolio prices. These price bounds are a specific example of good-deal bounds, and are in fact the greatest extremes for good-deal bounds.The most frequent nontrivial example of no-arbitrage bounds is put-call parity for option prices. In incomplete markets, the bounds are given by the subhedging and superhedging prices.".
- No-arbitrage_bounds wikiPageID "1648293".
- No-arbitrage_bounds wikiPageLength "1009".
- No-arbitrage_bounds wikiPageOutDegree "9".
- No-arbitrage_bounds wikiPageRevisionID "543993021".
- No-arbitrage_bounds wikiPageWikiLink Box_spread.
- No-arbitrage_bounds wikiPageWikiLink Category:Mathematical_finance.
- No-arbitrage_bounds wikiPageWikiLink Financial_mathematics.
- No-arbitrage_bounds wikiPageWikiLink Financial_portfolio.
- No-arbitrage_bounds wikiPageWikiLink Good-deal_bounds.
- No-arbitrage_bounds wikiPageWikiLink Good–deal_bounds.
- No-arbitrage_bounds wikiPageWikiLink Incomplete_market.
- No-arbitrage_bounds wikiPageWikiLink Incomplete_markets.
- No-arbitrage_bounds wikiPageWikiLink Indifference_price.
- No-arbitrage_bounds wikiPageWikiLink Mathematical_finance.
- No-arbitrage_bounds wikiPageWikiLink Portfolio_(finance).
- No-arbitrage_bounds wikiPageWikiLink Put-call_parity.
- No-arbitrage_bounds wikiPageWikiLink Put–call_parity.
- No-arbitrage_bounds wikiPageWikiLink Superhedging_price.
- No-arbitrage_bounds wikiPageWikiLinkText "No-arbitrage bounds".
- No-arbitrage_bounds wikiPageWikiLinkText "no-arbitrage bounds".
- No-arbitrage_bounds wikiPageWikiLinkText "no-arbitrage".
- No-arbitrage_bounds hasPhotoCollection No-arbitrage_bounds.
- No-arbitrage_bounds wikiPageUsesTemplate Template:Econ-stub.
- No-arbitrage_bounds wikiPageUsesTemplate Template:Reflist.
- No-arbitrage_bounds subject Category:Mathematical_finance.
- No-arbitrage_bounds hypernym Relationships.
- No-arbitrage_bounds type Field.
- No-arbitrage_bounds type Occupation.
- No-arbitrage_bounds comment "In financial mathematics, no-arbitrage bounds are mathematical relationships specifying limits on financial portfolio prices. These price bounds are a specific example of good-deal bounds, and are in fact the greatest extremes for good-deal bounds.The most frequent nontrivial example of no-arbitrage bounds is put-call parity for option prices. In incomplete markets, the bounds are given by the subhedging and superhedging prices.".
- No-arbitrage_bounds label "No-arbitrage bounds".
- No-arbitrage_bounds sameAs Arbitragefreiheit.
- No-arbitrage_bounds sameAs m.05kgnw.
- No-arbitrage_bounds sameAs Q629928.
- No-arbitrage_bounds sameAs Q629928.
- No-arbitrage_bounds wasDerivedFrom No-arbitrage_bounds?oldid=543993021.
- No-arbitrage_bounds isPrimaryTopicOf No-arbitrage_bounds.