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Market imperfections, equilibrium and arbitrage

Jouini, Elyès - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 247-307). 1997

Persistent link: https://www.econbiz.de/10001321235

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

Martingales and arbitrage in securities markets with transaction costs

Jouini, Elyès; Kallal, Hédi D. - 1993

Persistent link: https://www.econbiz.de/10000908840

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

Convergence of the equilibrium prices in a family of financial models

Jouini, Elyès - In: Finance and stochastics 7 (2003) 4, pp. 491-507

Persistent link: https://www.econbiz.de/10001800684

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

Convergence of the equilibrium prices in a family of financial models

Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2003

In this paper, we consider a family of complete or incomplete Financial models such that the price processes of the Financial assets converge in distribution to those in a limit model. Different authors pointed out that we do not have necessarily convergence of the arbitrage pricing intervals in...

Persistent link: https://www.econbiz.de/10010861455