Endogenous collateral (Q2387402): Difference between revisions

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+https://doi.org/10.1016/j.jmateco.2004.11.001
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@@ Property / OpenAlex ID @@
+W4252257338
@@ Property / OpenAlex ID: W4252257338 / rank @@
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@@ Property / cites work @@
+Incomplete markets, continuum of states and default
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@@ Property / cites work @@
+Equilibrium with Default and Endogenous Collateral
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@@ Property / cites work @@
+Hedging contingent claims with constrained portfolios
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@@ Property / cites work @@
+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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@@ Property / cites work @@
+Q4121644
@@ Property / cites work: Q4121644 / rank @@
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@@ Property / cites work @@
+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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@@ Property / cites work @@
+Equivalence in nonlinear programming
@@ Property / cites work: Equivalence in nonlinear programming / rank @@
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