Davide Petturiti, Barbara Vantaggi. No-arbitrage pricing with α-DS mixtures in a market with bid-ask spreads. In Enrique Miranda 0001, Ignacio Montes, Erik Quaeghebeur, Barbara Vantaggi, editors, International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2023, 11-14 July 2023, Oviedo, Spain. Volume 215 of Proceedings of Machine Learning Research, pages 401-411, PMLR, 2023. [doi]
Abstract is missing.