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ARTICLES - No Arbitrage in Discrete Time under Portfolio Constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10008216988
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Investment and Arbitrage Opportunities with Short Sales Constraints
Carassus, Laurence; Jouini, Elyès - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10008219164
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Convergence of Utility Indifference Prices to the Superreplication Price
Carassus, Laurence; Rásonyi, Miklos - In: Mathematical methods of operations research 64 (2006) 1, pp. 145-154
Persistent link: https://www.econbiz.de/10007286891
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MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE
Lepinette, Emmanuel - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 741-753
Persistent link: https://www.econbiz.de/10010012287