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Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès - 1997
Persistent link: https://www.econbiz.de/10000956287
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Viability and equilibrium in securities markets with frictions
Jouini, Elyès; Kallal, Hédi D. - 1997
Persistent link: https://www.econbiz.de/10000961960
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Production planning and inventories optimization : a backward approach in the convex storage cost case
Chazal, Marie; Jouini, Elyès; Tahraoui, Rabah - 2003
Persistent link: https://www.econbiz.de/10001900027
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924113
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Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence; Jouini, Elyès - 1995
Persistent link: https://www.econbiz.de/10000926245
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Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993493
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Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès; Kallal, Hédi D.; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993505
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Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993546
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Efficient trading strategies in the presence of market frictions
Jouini, Elyès; Kallal, Hédi D. - 1993
Persistent link: https://www.econbiz.de/10000908838
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Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès; Kallal, Hédi D. - 1993
Persistent link: https://www.econbiz.de/10000908840