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Incomplete markets and short-sales constraints : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 211-243
Persistent link: https://www.econbiz.de/10001578685
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Financial friction and multiplicative Markov market games
Aurell, Erik; Muratore-Ginanneschi, Paolo - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 501-510
Persistent link: https://www.econbiz.de/10001523035
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Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
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Partial equilibrium and market completion
Hu, Ying; Imkeller, Peter; Müller, Matthias - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 483-508
Persistent link: https://www.econbiz.de/10002980772
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Asymmetrical information and incomplete markets
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
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Strong bubbles and strict local martingales
Herdegen, Martin; Schweizer, Martin - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique; Leniec, Marta - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
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The minimal k-entropy martingale measure
Trivellato, Barbara - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
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Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
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Pricing and valuation under the real-world measure
Frahm, Gabriel - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011453878