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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
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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
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No arbitrage conditions and liquidity
Astic, Fabian; Touzi, Nizar - In: Journal of mathematical economics 43 (2007) 6, pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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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
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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
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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
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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