Work

Price functionals with bid–ask spreads: an axiomatic approach

Year: 2000

Type: article

Source: Journal of Mathematical Economics

DOI: 10.1016/s0304-4068(99)00023-3

Author: Elyès Jouini

Institutions: Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2014234844

FWCI: 1.646

Cites: 17

Cited by: 44

Related to: 10