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Conditional Comonotonicity
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Jouini, Elyès
149
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89
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22
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18
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14
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ECONIS (ZBW)
RePEc
16,014
OLC EcoSci
32
USB Cologne (EcoSocSci)
8
EconStor
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1
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
2
Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993505
Saved in:
3
Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993546
Saved in:
4
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
5
Arbitrage and viability in securities markets with fixed trading costs
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001567640
Saved in:
6
A class of models satisfying a dynamical version of the CAPM
Jouini, Elyès
;
Napp, Clotilde
- In:
Economics letters
79
(
2003
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001755273
Saved in:
7
Hétérogénéité des croyances, prix du risque et volatilité des marchés
Jouini, Elyès
;
Napp, Clotilde
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002514700
Saved in:
8
Conditional comonotonicity
Jouini, Elyès
;
Napp, Clotilde
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10003095209
Saved in:
9
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
10
Convergence of utility functions and convergence of optimal strategies
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001910824
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