Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities.
Year of publication: |
1998
|
---|---|
Authors: | Jouini, E. ; Kallal, H. ; Napp, C. |
Subject: | PRICES | FINANCIAL MARKET |
-
Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar.
Huberman, G., (1999)
-
Corbin, O., (1996)
-
Arbitrage-Based Pricing When Volatility is Stochastic.
Bossaerts, P., (1996)
- More ...
-
Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès, (1998)
-
General equilibrium with producers and brokers: Existence and regularity
Jouini, E., (1993)
-
Viability and equilibrium in securites markets with frictions
Jouini, Elyès, (1999)
- More ...