Price functionals with bid-ask spreads: An axiomatic approach
type: Item
instance of: scholarly article
title: Price functionals with bid-ask spreads: An axiomatic approach
zbMATH Open document ID: 0972.91050
DOI: 10.1016/S0304-4068(99)00023-3
author: Elyès Jouini
published in: Journal of Mathematical Economics
publication date: 2001-01-25T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1556182
zbMATH Keywords: price functionals
zbMATH Keywords: bid-ask spreads
zbMATH Keywords: no-arbitrage assumptions
zbMATH Keywords: Market-makers
zbMATH Keywords: contingent claims
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1556182