ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956): Difference between revisions
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scientific article
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English | ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS |
scientific article |
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ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (English)
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3 August 2010
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exponential utility
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incomplete market
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indifference prices
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conditional indifference prices
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partial equilibrium
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random endowment
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risk-aversion
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semimartingale
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