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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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Option pricing, interest rates and risk management
Jouini, Elyès (ed.); Cvitanić, Jakša (contributor);  … - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001584028
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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
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Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - In: Review of derivatives research 2 (1999) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
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Incomplete markets and short-sales constraints : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 211-243
Persistent link: https://www.econbiz.de/10001578685
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Equilibrium pricing bounds on option prices
Chazal, Marie; Jouini, Elyès - In: Mathematics and financial economics 1 (2008) 3/4, pp. 251-281
Persistent link: https://www.econbiz.de/10003722530
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Option pricing, interest rates and risk management
Jouini, Elyès (contributor) - 2001
Persistent link: https://www.econbiz.de/10004719826