Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
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Cited in
(22)- Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
- Market clearing, utility functions, and securities prices
- Market clearing and derivative pricing
- Pricing derivatives of American and game type in incomplete markets
- Derivative pricing methodology in continuous-time models
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- scientific article; zbMATH DE number 1724299 (Why is no real title available?)
- Weak convergence of equity derivatives pricing with default risk
- INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
- Equilibrium pricing in incomplete markets under translation invariant preferences
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- On equi-derivatives
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