مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing issues with investment flows Applications to market models with frictions

Title of article :

Pricing issues with investment flows Applications to market models with frictions

Author/Authors :

Clotilde Napp، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

383

To page :

408

Keywords :

Market imperfections , Contingent claims pricing , Arbitrage , viability , Superreplication cost

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155794

Link To Document :