The following pages link to Michail Anthropelos (Q666435):
Displaying 13 items.
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- The pricing of contingent claims and optimal positions in asymptotically complete markets (Q2403142) (← links)
- Forward Exponential Performances: Pricing and Optimal Risk Sharing (Q2940775) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Contract pricing and utility sharing (Q5165559) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- Effective risk aversion in thin risk‐sharing markets (Q5855967) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Price impact under heterogeneous beliefs and restricted participation (Q6139988) (← links)
