Trading constraints penalizing default: A recursive approach (Q2469549): Difference between revisions
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Property / cites work: Efficiency, Equilibrium, and Asset Pricing with Risk of Default / rank | |||
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Property / cites work: INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES / rank | |||
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Property / cites work: Default and Punishment in General Equilibrium1 / rank | |||
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Property / cites work: Stationary Markov Equilibria / rank | |||
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Property / cites work: Default and efficient debt markets. / rank | |||
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Property / cites work: Debt Constrained Asset Markets / rank | |||
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Latest revision as of 15:27, 27 June 2024
scientific article
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English | Trading constraints penalizing default: A recursive approach |
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Trading constraints penalizing default: A recursive approach (English)
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6 February 2008
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trading constraints
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general equilibrium
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incomplete markets
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risk
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default
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Markov
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stationary
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time-homogeneous
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ergodic
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