Price functionals with bid–ask spreads : an axiomatic approach
Year of publication: |
2000-12
|
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Authors: | Jouini, Elyès |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Price functionals | Bid–ask spreads | No-arbitrage assumption | Market-makers | Contingent claims |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Mathematical Economics, 2000, Vol. 34, no. 4. pp. 547-558.Length: 11 pages |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: |
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Price functionals with bid–ask spreads : an axiomatic approach.
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