Pages that link to "Item:Q3696799"
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The following pages link to An Intertemporal General Equilibrium Model of Asset Prices (Q3696799):
Displayed 50 items.
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Hard harvesting of a stochastically changing population (Q739262) (← links)
- Labor supply with stochastic wage rate and non-labor income uncertainty (Q741583) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- Generic non-existence of equilibria in finance models (Q810351) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- The consumption-based determinants of the term structure of discount rates (Q926389) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Asset returns in an endogenous growth model with incomplete markets (Q951498) (← links)
- Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
- Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- On the theory of sterilized foreign exchange intervention (Q991397) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Stochastic equilibrium discounting (Q1094310) (← links)
- Option pricing methods: an overview (Q1116873) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
- Equilibrium asset prices with undiversifiable labor income risk (Q1200326) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- A term structure of interest rates in a model with heterogeneous agents (Q1318537) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Equilibrium asset prices and exchange rates (Q1349762) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Pension funding incorporating downside risks. (Q1413391) (← links)
- Interest rate swaps under CIR. (Q1426797) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Market entry, phased rollout or abandonment? A real option approach (Q1576345) (← links)
- A comparative study of portfolio insurance. (Q1605420) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)