Pricing of non-redundant derivatives in a complete market
Year of publication: |
1999
|
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Authors: | Jouini, Elyès ; Bizid, Abdelhamid ; Koehl, Pierre-François |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Incomplete markets | equilibrium | derivatives | pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Review of Derivatives Research, 1999, Vol. 2, no. 4. pp. 287-314.Length: 27 pages |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C62 - Existence and Stability Conditions of Equilibrium ; G12 - Asset Pricing ; D53 - Financial Markets |
Source: |
-
Pricing of non-redundant derivatives in a complete market.
Jouini, Elyès, (1999)
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Viability and equilibrium in securities markets with frictions.
Jouini, Elyès, (1999)
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Viability and equilibrium in securities markets with frictions
Jouini, Elyès, (1999)
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Equilibrium Pricing in Incomplete Markets
Bizid, Abdelhamid, (2005)
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Incomplete markets and short-sales constraints : An equilibrium approach
Bizid, Abdelhamid, (2001)
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès, (1997)
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