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Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities.
Jouini, E.; Kallal, H.; Napp, C. - 1998
This paper deals with market models where there is no compatible positive state price density.
Persistent link: https://www.econbiz.de/10005780754
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Efficient Trading Strategies in the Presence of Market Frictions.
Jouini, E.; Kallal, H. - 1998
In this paper we characterize efficient contingent claims to future consumption (consumption bundles) in multiperiod economies with uncertainty, taking a wide range of market firctions into account.
Persistent link: https://www.econbiz.de/10005671532
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General equilibrium with producers and brokers: Existence and regularity
Jouini, E.; Kallal, H. - In: Economics letters 41 (1993) 3, pp. 257-264
Persistent link: https://www.econbiz.de/10006807023