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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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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
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Arbitrage with fixed costs and interest rate models
Jouini, Elyès; Napp, Clotilde - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 889-913
Persistent link: https://www.econbiz.de/10003402934
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Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 5 (2001) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
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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
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Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
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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. - 1998
Persistent link: https://www.econbiz.de/10000993548