Market models with frictions: Arbitrage and pricing issues

Authors
Jouini, ES Napp, C
Citation
Es. Jouini et C. Napp, Market models with frictions: Arbitrage and pricing issues, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 43-66
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
43 - 66
Database
ISI
SICI code