Endogenous collateral (Q2387402): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Incomplete markets, continuum of states and default / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Equilibrium with Default and Endogenous Collateral / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Hedging contingent claims with constrained portfolios / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4121644 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Equivalence in nonlinear programming / rank | |||
Normal rank |
Latest revision as of 14:59, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Endogenous collateral |
scientific article |
Statements
Endogenous collateral (English)
0 references
2 September 2005
0 references
Non-arbitrage
0 references