INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
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Publication:3523570
DOI10.1142/S0219024901000936zbMath1154.91543MaRDI QIDQ3523570
Elyès Jouini, Abdelhamid Bizid
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
option pricing; equilibrium; incomplete markets; trees; information modelling; short-sales constraints
Cites Work
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- Option pricing: A simplified approach