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'ouvrageDate
2001Book title
Option Pricing, Interest Rates and Risk ManagementBook author
Elyès Jouini, Jaksa Cvitanic, Marek MusielaPublisher
Cambridge University Press
Published in
London
ISBN
978-0521792370
Pages
43-66
Metadata
Show full item recordSubjects / Keywords
arbitrage; pricingRelated items
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