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Arbitrage with Fixed Costs and Interest Rate Models
Jouini, Elyès; Napp, Clotilde - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10007392873
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Arbitrage with fixed costs and interest rate models
Jouini, Elyès; Napp, Clotilde - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 889-913
Persistent link: https://www.econbiz.de/10003402934
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Equilibrium Pricing in Incomplete Markets
Bizid, Abdelhamid; Jouini, Elyès - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 833-848
Persistent link: https://www.econbiz.de/10006691400
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Equilibrium pricing incomplete markets
Bizid, Abdelhamid; Jouini, Elyès - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 833-848
Persistent link: https://www.econbiz.de/10003242816