Pricing of Non-redundant Derivatives in a Complete Market
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- 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-.
- 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.
References listed on IDEAS
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Citations
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Cited by:
- Bizid, Abdelhamid & Jouini, Elyès, 2005.
"Equilibrium Pricing in Incomplete Markets,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(4), pages 833-848, December.
- Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, University Library of Munich, Germany.
- Abdelhamid Bizid & Elyès Jouini, 2005. "Equilibrium Pricing in Incomplete Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176484, HAL.
- Abdelhamid Bizid & Elyès Jouini, 2005. "Equilibrium Pricing in Incomplete Markets," Post-Print halshs-00176484, HAL.
- Marc Rieger, 2011. "Co-monotonicity of optimal investments and the design of structured financial products," Finance and Stochastics, Springer, vol. 15(1), pages 27-55, January.
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More about this item
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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