PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703)
From MaRDI portal
scientific article; zbMATH DE number 2190899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARTIAL EQUILIBRIUM AND MARKET COMPLETION |
scientific article; zbMATH DE number 2190899 |
Statements
PARTIAL EQUILIBRIUM AND MARKET COMPLETION (English)
0 references
3 August 2005
0 references
External risk
0 references
climate risk
0 references
weather risk
0 references
incomplete financial market
0 references
utility maximization
0 references
exponential utility
0 references
market equilibrium
0 references
market clearing
0 references
stochastic differential equation
0 references
backwards stochastic differential equation
0 references
pricing rules
0 references
BMO martingales
0 references
0 references
0 references
0 references
