On securitization, market completion and equilibrium risk transfer (Q1932526): Difference between revisions

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Latest revision as of 03:21, 6 July 2024

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On securitization, market completion and equilibrium risk transfer
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    On securitization, market completion and equilibrium risk transfer (English)
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    20 January 2013
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    backward stochastic differential equations
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    dynamic risk measures
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    partial equilibrium
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    equilibrium pricing
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    market completion
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