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isPartOf:"The review of financial studies"
subject:"Risiko"
~person:"Epstein, Larry G."
~person:"Jarrow, Robert A."
~subject:"Entscheidung"
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The review of financial studies
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of economic theory
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Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
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2
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
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