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- Bosi, Gianni & Zuanon, Magali, 2001. "Existence of price functionals with bid-ask spreads on the space of all integrable contingent claims," Economics Papers from University Paris Dauphine 123456789/9322, Paris Dauphine University.
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- Elyès Jouini, 1997.
"Price Functionals with Bid-Ask Spreads : An Axiomatic Approach,"
97-05, Centre de Recherche en Economie et Statistique.
- 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, 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-.
- M. Avellaneda & A. Levy & A. ParAS, 1995. "Pricing and hedging derivative securities in markets with uncertain volatilities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(2), pages 73-88.
- Bernard Bensaid & Jean-Philippe Lesne & Henri Pagès & José Scheinkman, 1992. "Derivative Asset Pricing With Transaction Costs," Mathematical Finance, Wiley Blackwell, vol. 2(2), pages 63-86.
- Hess, Christian, 1991. "On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 175-201, October.
- Kallal, Hedi & Jouini, Elyès, 1995. "Martingales and arbitrage in securities markets with transaction costs," Economics Papers from University Paris Dauphine 123456789/5630, Paris Dauphine University.
- Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
- repec:fth:inseep:9513 is not listed on IDEAS
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