Finding 2885Emerging EvidenceValidation V0
The paper revolutionizes asset pricing by extending arbitrage-free pricing to markets with frictions, such as transaction costs and bid-ask spreads, where traditional models have struggled to provide realistic solutions.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The paper revolutionizes asset pricing by extending arbitrage-free pricing to markets with frictions, such as transaction costs and bid-ask spreads, where traditional models have struggled to provide realistic solutions.
key_findings bullet 1 · key_findings
Inspect source: Characterizing arbitrage-free Choquet pricing →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.