1995•RePEc: Research Papers in EconomicsRequires access
Arbitrage in securities markets with shortsale constraints
Elyès Jouini, Hédi Kallal
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Abstract
International audience
Elyès Jouini, Hédi Kallal
Abstract
International audience
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International audience
Key concepts: Arbitrage, Numéraire, Fixed income arbitrage, Economics, Derivative (finance), Stochastic game, Financial economics, Mathematical economics