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~isPartOf:"Journal of mathematical economics"
~person:"Jouini, Elyès"
~subject:"Arbitrage pricing"
~subject:"Martingale"
~subject:"Transaction costs"
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Arbitrage pricing
Martingale
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Arbitrage
3
Arbitrage Pricing
3
Bid-ask spread
1
Financial investment
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Fixkosten
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Jouini, Elyès
Le Van, Cuong
4
Napp, Clotilde
4
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3
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2
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1
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1
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Journal of mathematical economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Economics Papers from University Paris Dauphine
2
Finance and stochastics
2
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Información comercial española / Cuadernos económicos
1
Journal of economic theory
1
Open Access publications from Université Paris-Dauphine
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1
Arbitrage
and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
2
Arbitrage
and control problems in finance : a presentation
Jouini, Elyès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10001567613
Saved in:
3
Arbitrage
and viability in securities markets with fixed trading costs
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001567640
Saved in:
4
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
Saved in:
5
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001531840
Saved in:
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