Optimal design of derivatives in illiquid markets* (Q4646780): Difference between revisions

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+Pricing Via Utility Maximization and Entropy
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+Normal rank
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Pricing Interest-Rate-Derivative Securities
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+Optimum consumption and portfolio rules in a continuous-time model
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