Market models with frictions : arbitrage and pricing issues

keyword : arbitrage pricing
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https://halshs.archives-ouvertes.fr/halshs-00176417
Contributor : Elyès Jouini <>
Submitted on : Wednesday, October 3, 2007 - 2:59:37 PM
Last modification on : Thursday, January 11, 2018 - 6:12:20 AM

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Elyès Jouini, Clotilde Napp. Market models with frictions : arbitrage and pricing issues. Handbooks of Mathematical Finance, Option Pricing, Interest Rates and Risk Management, Cambridge University Press, pp.43-66, 2001. ⟨halshs-00176417⟩

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