Price functionals with bid-ask spreads: An axiomatic approach

Journal of Mathematical Economics

Volumn 34, Issue 4, 2000, Pages 547-558

  Jouini, Elyès ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Bid ask spreads; Contingent claims; Market makers; No arbitrage assumption; Price functionals

Indexed keywords

EID: 0040212679     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(99)00023-3     Document Type: Article

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