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Hédi Kallal

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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349

TOTAL CITATIONS
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Top 34,228

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2

Scholarly Papers (3)

Efficient Trading Strategies in the Presence of Market Frictions

NYU Working Paper No. FIN-99-035
Number of pages: 37 Posted: 07 Nov 2008
Elyes Jouini and Hédi Kallal
Univ. Paris Dauphine - CEREMADE and affiliation not provided to SSRN
Downloads 223 (342,979)
Citation 1

Abstract:

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Arbitrage and Viability in Securities Markets with Fixed Trading Costs

NYU Working Paper No. FIN-99-033
Number of pages: 35 Posted: 07 Nov 2008
Elyes Jouini, Hédi Kallal and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, affiliation not provided to SSRN and CNRS and Université Paris-Dauphine
Downloads 57 (1,072,374)

Abstract:

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arbitrage, fixed costs, absolutely continuous martingale measure, contingent claims pricing, viability

3.

Viability and Equilibrium in Securities Markets with Frictions

NYU Working Paper No. FIN-99-036
Number of pages: 25 Posted: 11 Nov 2008
Elyes Jouini and Hédi Kallal
Univ. Paris Dauphine - CEREMADE and affiliation not provided to SSRN
Downloads 69 (907,769)
Citation 1

Abstract:

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Viability, equilibrium, absence of arbitrage, free lunch, market frictions, convex and sublinear pricing ruler, consistent bid-ask prices, arbitrage bounds, equilibrium bounds