Arbitrage and control problems in finance: A presentation.
Year of publication: |
2001-04
|
---|---|
Authors: | Jouini, Elyès |
Institutions: | Université Paris-Dauphine |
Subject: | Arbitrage | Equilibrium | Financial markets | Utility maximization | Derivatives pricing | Market frictions | Transaction costs |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Mathematical Economics (2001-04) v.35, p.167-183 |
Classification: | D53 - Financial Markets ; G10 - General Financial Markets. General |
Source: |
-
Arbitrage and control problems in finance: A presentation
Jouini, Elyès, (2001)
-
Arbitrage pricing and equilibrium pricing : compatibility conditions
Napp, Clotilde, (2001)
-
Arbitrage pricing and equilibrium pricing : compatibility conditions.
Napp, Clotilde, (2001)
- More ...
-
Behavioral biases and representative agent.
Jouini, Elyès,
-
An equilibrium approach for Gamma Discounting.
Jouini, Elyès,
-
Viability and equilibrium in securities markets with frictions.
Jouini, Elyès, (1999)
- More ...