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Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès - 1997
Persistent link: https://www.econbiz.de/10000956287
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Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès - In: Journal of mathematical economics 34 (2000) 4, pp. 547-558
Persistent link: https://www.econbiz.de/10001531840
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Arbitrage and control problems in finance : a presentation
Jouini, Elyès - In: Journal of mathematical economics 35 (2001) 2, pp. 167-183
Persistent link: https://www.econbiz.de/10001567613
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Viability and equilibrium in securites markets with frictions
Jouini, Elyès; Kallal, Hédi D. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924113
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Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès; Kallal, Hédi D. - 1993
Persistent link: https://www.econbiz.de/10000908840
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Un modèle discret et stochastique d'investissement avec une application aux coûts de transaction
Carassus, Laurence; Jouini, Elyès - 1997
Persistent link: https://www.econbiz.de/10000980468
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Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993493
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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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