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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924113
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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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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
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Equilibrium pricing incomplete markets
Bizid, Abdelhamid; Jouini, Elyès - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 833-848
Persistent link: https://www.econbiz.de/10003242816
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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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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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Efficient trading strategies in the presence of market frictions
Jouini, Elyès; Kallal, Hédi D. - In: The review of financial studies 14 (2001) 2, pp. 343-369
Persistent link: https://www.econbiz.de/10001570565
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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