Equilibrium Pricing in Incomplete Markets
Year of publication: |
2005-12
|
---|---|
Authors: | Bizid, Abdelhamid ; Jouini, Elyès |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | incomplete markets | pricing |
-
Hedging American contingent claims with constrained portfolios
Karatzas, Ioannis, (1998)
-
Pricing of non-redundant derivatives in a complete market
Jouini, Elyès, (1999)
-
Pricing of non-redundant derivatives in a complete market.
Jouini, Elyès, (1999)
- More ...
-
Incomplete markets and short-sales constraints : An equilibrium approach
Bizid, Abdelhamid, (2001)
-
Pricing of non-redundant derivatives in a complete market
Jouini, Elyès, (1999)
-
Equilibrium Pricing in Incomplete Markets
Bizid, Abdelhamid, (2005)
- More ...