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INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH - MaRDI portal

INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570)

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INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
scientific article

    Statements

    title
    INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (English)
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    author
    Abdelhamid Bizid
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    Elyès Jouini
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    publication date
    3 September 2008
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    zbMATH Keywords
    incomplete markets
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    information modelling
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    equilibrium
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    option pricing
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    short-sales constraints
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    trees
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    Identifiers

    Mathematics Subject Classification ID
    91B50
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    91B28
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    91B44
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    zbMATH DE Number
    5320121
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    OpenAlex ID
    W2237104063
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