Financial market structures revealed by pricing rules: Efficient complete markets are prevalent

Author:

Araujo Aloisio,Chateauneuf Alain,Faro José Heleno

Funder

Brazilian–French Network in Mathematics

CNPq

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference55 articles.

1. Pricing rules and Arrow–Debreu ambiguous valuation;Araujo;Econ. Theory,2012

2. Asymptotic Geometric Analysis, Part I;Artstein-Avidan,2015

3. Coherent measures of risk;Artzner;Math. Finance,1999

4. Effective securities in arbitrage-free markets with bid-ask spreads: a linear programming characterization;Baccara;J. Econ. Dyn. Control,2006

5. Derivative asset pricing with transaction costs;Bensaid;Math. Finance,1992

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