Equilibrium Pricing Under Relative Performance Concerns (Q5280244)
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scientific article; zbMATH DE number 6750535
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equilibrium Pricing Under Relative Performance Concerns |
scientific article; zbMATH DE number 6750535 |
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Equilibrium Pricing Under Relative Performance Concerns (English)
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20 July 2017
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financial innovation
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equilibrium pricing
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social interactions
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performance concerns
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representative agent
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\(g\)-conditional risk measure
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multidimensional quadratic BSDE
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entropic risk
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0.85847855
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0.84798133
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0.84115845
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0.8350866
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0.83412087
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0.83221066
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0.8258374
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