.:. Consultation > Liste par auteurs > Napp .:.

32 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

1 - 2 - 3 - 4

Arbitrage with fixed costs and interest rate models Napp C., Jouini E. Journal of Financial and Quantitative Analysis 41, 4 (2006) 889-913 [halshs-00151556 - version 1]

Heterogeneous Beliefs and Asset Pricing in Discrete Time Napp C., Jouini E. Journal of Economic Dynamics and Control 30, 7 (2006) 1233-1260 [halshs-00151536 - version 1]

Arbitrage and state price deflators in a general intertemporal framework Napp C., Jouini E. Journal of Mathematical Economics 41, 6 (2005) 722-734 [halshs-00151526 - version 1]

Conditional Comonotonicity Napp C., Jouini E. Decisions in Economics and Finance 27, 2 (2005) 153-166 [halshs-00151516 - version 1]

Convergence of utility functions and convergence of optimal strategies Napp C., Jouini E. Finance and Stochastics VIII, 1 (2004) 133-144 [halshs-00151579 - version 1]

Hétérogénéité des croyances, prix du risque et volatilité des marchés Napp C., Jouini E. Revue d'économie financière, 74 (2004) 125-138 [halshs-00151505 - version 1]

Comonotonic Processes Napp C., Jouini E. Insurance Mathematics and Economics 32 (2003) 255-265 [halshs-00151478 - version 1]

The Dalang Morton Willinger Theorem under cone constraints Napp C. Journal of Mathematical Economics 39, 1/2 (2003) 111-126 [halshs-00151469 - version 1]

Arbitrage and investment opportunities Jouini E., Napp C. Finance and Stochastics 5, 3 (2001) 305-325 [halshs-00778381 - version 1]

Arbitrage and viability in securities markets with fixed trading costs Napp C., Jouini E., Kallal H. Journal of Mathematical Economics 35 (2001) 197-221 [halshs-00151438 - version 1]