✦ LIBER ✦

CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS

✍ Scribed by A. Chateauneuf; R. Kast; A. Lapied

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

No-arbitrage criteria for financial mark

✍ Yuri Kabanov; Miklós Rásonyi; Christophe Stricker 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 113 KB

A Fundamental Theorem of Asset Pricing f

✍ Irene Klein 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB

Product diffusion and pricing with marke

✍ Derek Laing; Theodore Palivos; Ping Wang 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 203 KB

On pricing and hedging in financial mark

✍ Alexander Melnikov; Yuliya Mishura 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 239 KB

Traders' strategy with price feedbacks i

✍ Takayuki Mizuno; Tohur Nakano; Misako Takayasu; Hideki Takayasu 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 196 KB

Price-level versus inflation targeting w

✍ Francisco Covas; Yahong Zhang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB