Incomplete financial markets and jumps in asset prices (Q324352): Difference between revisions

@@ Property / DOI @@
-.1007/s00199-015-0884-9
@@ Property / DOI: 10.1007/s00199-015-0884-9 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1489953298
@@ Property / OpenAlex ID: W1489953298 / rank @@
+Normal rank
@@ Property / cites work @@
+INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
+Normal rank
@@ Property / cites work @@
+Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
+Normal rank
@@ Property / cites work @@
+Incomplete markets and volatility
@@ Property / cites work: Incomplete markets and volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Multifrequency jump-diffusions: An equilibrium approach
+Normal rank
@@ Property / cites work @@
+Smooth infinite economies
@@ Property / cites work: Smooth infinite economies / rank @@
+Normal rank
@@ Property / cites work @@
+Excess price volatility and financial innovation
@@ Property / cites work: Excess price volatility and financial innovation / rank @@
+Normal rank
@@ Property / cites work @@
+Regular Infinite Economies
@@ Property / cites work: Regular Infinite Economies / rank @@
+Normal rank
@@ Property / cites work @@
+Effectively complete equilibria -- A note
@@ Property / cites work: Effectively complete equilibria -- A note / rank @@
+Normal rank
@@ Property / cites work @@
+Multiplicity of equilibria
@@ Property / cites work: Multiplicity of equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
+Normal rank
@@ Property / cites work @@
+Q4241005
@@ Property / cites work: Q4241005 / rank @@
+Normal rank
@@ Property / cites work @@
+Indeterminacy in incomplete market economies
@@ Property / cites work: Indeterminacy in incomplete market economies / rank @@
+Normal rank
@@ Property / cites work @@
+The existence of security market equilibrium with a non-atomic state space
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
+Normal rank
@@ Property / DOI @@
+.1007/S00199-015-0884-9
@@ Property / DOI: 10.1007/S00199-015-0884-9 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:324352