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Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay
Jouini, Elyès; Koehl, P, F,; Touzi, Nizar - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005571987
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Optimal Greek Weight by Kernel Estimation
Elie, Romuald; Fermanian, Jean-David; Touzi, Nizar - Centre de Recherche en Économie et Statistique … - 2004
Persistent link: https://www.econbiz.de/10005823074
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Viability and Equilibrium in Securities Markets with Frictions
Jouini, Elyès; Kallal, Hédi - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005823202
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Price Functionals with Bid-Ask Spreads : An Axiomatic Approach
Jouini, Elyès - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005823231
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Pricing in Incomplete Markets : An Equilibrium Approach
Bizid, A,; Jouini, Elyès; Koehl, P, F, - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005566933
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Efficient Trading Strategies in the Presence of Market Frictions
Jouini, Elyès; Kallal, Hédi - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005350691
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Arbitrage and Investment Opportunities
Jouini, Elyès; Napp, Clotilde - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005350719
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Pricing of Non-redundant Derivatives in a Complete Market
Bizid, A,; Jouini, Elyès; Koehl, P, F, - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005350737
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Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
Jouini, Elyès; Kallal, Hédi; Napp, Clotilde - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005350739
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Contiuous Time Equilibrium Pricing of Nonredundant Assets
Jouini, Elyès; Napp, Clotilde - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005571966