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person:"Carassus, Laurence"
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Carassus, Laurence
Vayanos, Dimitri
35
Jarrow, Robert A.
22
Gromb, Denis
19
Jouini, Elyès
19
Stübinger, Johannes
19
Chichilnisky, Graciela
16
Krauss, Christopher
16
Fung, Joseph K. W.
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Jiang, Wei
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Acharya, Viral V.
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Goldstein, Itay
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12
Page, Frank H.
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Rime, Dagfinn
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11
Stein, Jeremy C.
11
Dow, James
10
Ghosh, Dilip K.
10
Stambaugh, Robert F.
10
Zigrand, Jean-Pierre
10
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9
Poutré, Cédric
9
Rahi, Rohit
9
Taylor, Alan M.
9
Verwijmeren, Patrick
9
Yuan, Yu
9
Apreda, Rodolfo
8
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Bühler, Wolfgang
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Edmans, Alex
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Fardeau, Vincent
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Franzoni, Francesco
8
Guirguis, Michel
8
Kallal, Hédi D.
8
Kozhan, Roman
8
Le Van, Cuong
8
Syrstad, Olav
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Tse, Yiuman
8
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
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2
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
Saved in:
3
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
4
Un modèle discret et stochastique d'investissement avec une application aux coûts de transaction
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980468
Saved in:
5
Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980469
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