Arbitrage and Control Problems in Finance. Presentation
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- Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
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Cited by:
- M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October.
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Keywords
arbitrage; control problem;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2007-08-27 (Corporate Finance)
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