On the Spanning Property of Risk Bonds Priced by Equilibrium (Q5388061)
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scientific article; zbMATH DE number 5279754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Spanning Property of Risk Bonds Priced by Equilibrium |
scientific article; zbMATH DE number 5279754 |
Statements
On the Spanning Property of Risk Bonds Priced by Equilibrium (English)
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27 May 2008
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backward stochastic differential equations
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climate risk
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partial equilibrium
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pricing in illiquid financial markets
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