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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Lioui, Abraham"
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
3
Journal of banking & finance
2
Department working papers / Bar-Ilan University, Department of Economics
1
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Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
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2
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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