Pricing in Incomplete Markets : An Equilibrium Approach
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Cited by:
- Elyes Jouini & Pierre-Francois Koehl, "undated".
"Pricing of Non-redundant Derivatives in a Complete Market,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-009, New York University, Leonard N. Stern School of Business-.
- A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Center for Research in Economics and Statistics.
- Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151, HAL.
- Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
- Elyès Jouini & Clotilde Napp, 1998.
"Contiuous Time Equilibrium Pricing of Nonredundant Assets,"
Working Papers
98-30, Center for Research in Economics and Statistics.
- Elyes Jouini & Clotilde Napp, 1999. "Continuous Time Equilibrium Pricing of Nonredundant Assets," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-008, New York University, Leonard N. Stern School of Business-.
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