Link-save trading and pricing of contingent claims
Year of publication: |
2005-11-29
|
---|---|
Authors: | Kaval, Katsiaryna ; Molchanov, Ilya |
Institutions: | EconWPA |
Subject: | bid-ask spread | multiple assets | price process | set-valued process | transaction costs |
-
The impact of banking development on the size of shadow economies
Bose, Niloy, (2012)
-
Arbitrage with fixed costs and interest rate models
Jouini, Elyès, (2003)
-
FINANCIAL ACCOUNTING MEASUREMENT: INSTRUMENTATION AND CALIBRATION
salvary, stanley c. w., (2005)
- More ...
-
Partial identification using random set theory
Beresteanu, Arie, (2012)
-
Sharp identification regions in models with convex moment predictions
Beresteanu, Arie, (2010)
-
Stationarity of multivariate particle systems
Molchanov, Ilya, (2013)
- More ...