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Market models with frictions : arbitrage and pricing issues

Jouini, Elyès; Napp, Clotilde (2001), Market models with frictions : arbitrage and pricing issues, in Elyès Jouini, Jaksa Cvitanic, Marek Musiela, Option Pricing, Interest Rates and Risk Management, Cambridge University Press : London, p. 43-66

Type
Chapitre d'ouvrage
Date
2001
Book title
Option Pricing, Interest Rates and Risk Management
Book author
Elyès Jouini, Jaksa Cvitanic, Marek Musiela
Publisher
Cambridge University Press
Published in
London
ISBN
978-0521792370
Pages
43-66
Metadata
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Author(s)
Jouini, Elyès
Napp, Clotilde cc
Subjects / Keywords
arbitrage; pricing
JEL
G12 - Asset Pricing; Trading Volume; Bond Interest Rates