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Risk-neutral compatibility with option prices
Jacod, Jean; Protter, Philip E. - In: Finance and stochastics 14 (2010) 2, pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
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An analysis of the supply curve for liquidity risk through book data
Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
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Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.; Jarrow, Robert A.; Protter, Philip E.; … - In: The review of financial studies 19 (2006) 2, pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
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Liquidity risk and option pricing theory
Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 727-762). 2008
Persistent link: https://www.econbiz.de/10003567782
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Relative asset price bubbles
Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
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Probability of no default for a microloan under uncertainty
Andam, Perpetual Saah; Protter, Philip E. - In: Annals of finance 20 (2024) 4, pp. 521-528
Persistent link: https://www.econbiz.de/10015188765
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Consumption and savings under price uncertainty
Persson, Mats; Björk, Tomas; Myhrman, Johan - 1981
Persistent link: https://www.econbiz.de/10000082741
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Consumption and savings under price uncertainty
Björk, Tomas; Myhrman, Johan; Persson, Mats - 1981 - Nov. 1981
Persistent link: https://www.econbiz.de/10003650884