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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Trade costs, trade balances and current accounts : an application of gravity to multilateral trade
Fazio, Giorgio
;
MacDonald, Ronald
;
Mélitz, Jacques
-
2005
Persistent link: https://www.econbiz.de/10003189123
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2
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
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3
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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4
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
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5
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000956287
Saved in:
6
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:
7
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
8
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
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9
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
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10
Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès
;
Kallal, Hédi D.
-
1993
Persistent link: https://www.econbiz.de/10000908840
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