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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