Market models with frictions : arbitrage and pricing issues
dc.contributor.author | Jouini, Elyès
HAL ID: 6654 | |
dc.contributor.author | Napp, Clotilde
HAL ID: 741006 ORCID: 0000-0002-7008-5949 | |
dc.date.accessioned | 2017-10-19T14:37:14Z | |
dc.date.available | 2017-10-19T14:37:14Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/16777 | |
dc.description | Handbook of Mathematical Finance | |
dc.language.iso | en | en |
dc.subject | arbitrage | |
dc.subject | pricing | |
dc.subject.ddc | 332 | en |
dc.subject.classificationjel | G.G1.G12 | en |
dc.title | Market models with frictions : arbitrage and pricing issues | |
dc.type | Chapitre d'ouvrage | |
dc.identifier.citationpages | 43-66 | |
dc.relation.ispartoftitle | Option Pricing, Interest Rates and Risk Management | |
dc.relation.ispartofeditor | Elyès Jouini, Jaksa Cvitanic, Marek Musiela | |
dc.relation.ispartofpublname | Cambridge University Press | |
dc.relation.ispartofpublcity | London | |
dc.relation.ispartofdate | 2001 | |
dc.subject.ddclabel | Economie financière | en |
dc.relation.ispartofisbn | 978-0521792370 | |
dc.relation.forthcoming | non | en |
dc.description.ssrncandidate | non | |
dc.description.halcandidate | non | |
dc.description.readership | recherche | |
dc.description.audience | International | |
dc.date.updated | 2018-04-01T04:55:50Z |
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