Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Jean Jacod

Options Prices in Incomplete Markets

ESAIM: Proceedings and Surveys

English

Convergence en Loi De Semimartingales Et Variation Quadratique

Lecture Notes in Mathematics

English

Related publications

Incomplete Financial Markets and Jumps in Asset Prices

SSRN Electronic Journal

English

Securitization and Real Investment in Incomplete Markets

Management Science

Management Science

Operations Research

English

Risk Sharing and Retrading in Incomplete Markets

Economic Theory

English

Minimax Asset Price Bounds in Incomplete Markets

SSRN Electronic Journal

English

State-Dependent Utilities and Incomplete Markets

Mathematical Problems in Engineering

English

Derivatives Markets for Home Prices

SSRN Electronic Journal

English

Infinite Horizon Equilibrium With Incomplete Markets

Journal of Mathematical Economics

Applied Mathematics

English

Electric Prices Forecasting by Temperature Options

Communications of the Japan Association of Real Options and Strategy

English

Prices and Federal Policies in Opioid Markets

English