Endogenous collateral (Q2387402): Difference between revisions

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Property / DOI
 
Property / DOI: 10.1016/j.jmateco.2004.11.001 / rank
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Property / author
 
Property / author: Aloisio Pessoa de Araujo / rank
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Property / author
 
Property / author: Mario Rui Pascoa / rank
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Property / author
 
Property / author: Aloisio Pessoa de Araujo / rank
 
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Property / author
 
Property / author: Mario Rui Pascoa / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2004.11.001 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W4252257338 / rank
 
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Property / cites work
 
Property / cites work: Incomplete markets, continuum of states and default / rank
 
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Property / cites work
 
Property / cites work: Equilibrium with Default and Endogenous Collateral / rank
 
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Property / cites work
 
Property / cites work: Hedging contingent claims with constrained portfolios / rank
 
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Property / cites work
 
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank
 
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Property / cites work
 
Property / cites work: Q4121644 / rank
 
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Property / cites work
 
Property / cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS / rank
 
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Property / cites work
 
Property / cites work: Equivalence in nonlinear programming / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.JMATECO.2004.11.001 / rank
 
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Latest revision as of 08:22, 18 December 2024

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Endogenous collateral
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