Endogenous collateral (Q2387402): Difference between revisions

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