Radner equilibrium in incomplete Lévy models (Q300843): Difference between revisions

@@ Property / author @@
+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B50
@@ Property / Mathematics Subject Classification ID: 91B50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6599326
@@ Property / zbMATH DE Number: 6599326 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3122412741
@@ Property / OpenAlex ID: W3122412741 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02974
@@ Property / arXiv ID: 1507.02974 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+An intertemporal asset pricing model with stochastic consumption and investment opportunities
+Normal rank
@@ Property / cites work @@
+Taylor approximation of incomplete Radner equilibrium models
+Normal rank
@@ Property / cites work @@
+Equilibrium in securities markets with heterogeneous investors and unspanned income risk
+Normal rank
@@ Property / cites work @@
+SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of financial equilibria in continuous time with potentially complete markets
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Endogenous Completeness of Diffusion Driven Equilibrium Markets
+Normal rank
@@ Property / cites work @@
+Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality
+Normal rank
@@ Property / cites work @@
+Existence of an endogenously complete equilibrium driven by a diffusion
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+No Arbitrage and General Semimartingales
@@ Property / cites work: No Arbitrage and General Semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+An example of a stochastic equilibrium with incomplete markets
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:300843