Sublinear Price Functionals under Portfolio Constraints
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Bibliographic InfoPaper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 97-52.
Date of creation: 1997
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- Elyès Jouini, 1999.
"Price Functionals with Bid-Ask Spreads: An Axiomatic Approach,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-038, New York University, Leonard N. Stern School of Business-.
- Jouini, Elyes, 2000. "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 547-558, December.
- Elyès Jouini, 1997. "Price Functionals with Bid-Ask Spreads : An Axiomatic Approach," Working Papers 97-05, Centre de Recherche en Economie et Statistique.
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