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Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès - In: Journal of economic theory 66 (1995) 1, pp. 178-197
Persistent link: https://www.econbiz.de/10001184164
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Cheng, Susan T. - In: Journal of economic theory 53 (1991) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001101627
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Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
Matsushima, Hitoshi - In: Journal of economic theory 148 (2013) 2, pp. 858-870
Persistent link: https://www.econbiz.de/10009726419
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Put-Call Parity and market frictions
Cerreia-Vioglio, S.; Maccheroni, Fabio; Marinacci, Massimo - In: Journal of economic theory 157 (2015), pp. 730-762
Persistent link: https://www.econbiz.de/10011525337
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Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.; Kremer, Ilan; Mansour, Yishay - In: Journal of economic theory 163 (2016), pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
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Rational destabilization in a frictionless market
Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 192 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012805372
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Dynamic efficiency of conservation of renewable resources under uncertainty
Olson, Lars J. - In: Journal of economic theory 95 (2000) 2, pp. 186-214
Persistent link: https://www.econbiz.de/10001538405
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Optimal saving under Poisson uncertainty
Wälde, Klaus - In: Journal of economic theory 87 (1999) 1, pp. 194-217
Persistent link: https://www.econbiz.de/10001403532
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Bertrand-Edgeworth competition, demand uncertainty, and asymmetric outcomes
Reynolds, Stanley S.; Wilson, Bart J. - In: Journal of economic theory 92 (2000) 1, pp. 122-141
Persistent link: https://www.econbiz.de/10001481755
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Approximate aggregation under uncertainty
Polemarchakis, Heraklis M. (contributor) - In: Journal of economic theory 38 (1986) 2, pp. 189-210
Persistent link: https://www.econbiz.de/10001009675