| Publication | Date of Publication | Type |
|---|
Probability weighting and default risk: a possible explanation for distressed stock puzzles
Quantitative Finance | 2021-06-02 | Paper |
A general control variate method for Lévy models in finance
European Journal of Operational Research | 2020-05-07 | Paper |
A dynamic equilibrium model for U-shaped pricing kernels
Quantitative Finance | 2018-11-14 | Paper |
Pricing path-dependent options with discrete monitoring under time-changed Lévy processes
Applied Mathematical Finance | 2018-09-18 | Paper |
Equilibrium equity price with optimal dividend policy
International Journal of Theoretical and Applied Finance | 2017-04-13 | Paper |
On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture
Advances in Mathematical Economics | 2016-07-12 | Paper |
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
International Journal of Theoretical and Applied Finance | 2016-06-22 | Paper |
Pricing average options under time-changed Lévy processes
Review of Derivatives Research | 2014-04-25 | Paper |
An extension of CreditGrades model approach with Lévy processes
Quantitative Finance | 2013-12-13 | Paper |
On valuation with stochastic proportional hazard models in finance
International Journal of Theoretical and Applied Finance | 2013-07-24 | Paper |
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
International Journal of Theoretical and Applied Finance | 2011-08-10 | Paper |
STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS
International Journal of Theoretical and Applied Finance | 2011-06-10 | Paper |
Incentive efficient risk sharing in a settlement mechanism
Journal of Economic Theory | 2008-10-29 | Paper |
On blocking coalitions: linking Mas-Colell with Grodal-Schmeidler-Vind
Journal of Mathematical Economics | 2007-10-30 | Paper |
Cooperative extensions of the Bayesian game.
| 2006-10-31 | Paper |
Cooperative extensions of the Bayesian game
| 2006-08-28 | Paper |
Monetary equilibrium with buying and selling price spread without transactions costs
Advances in Mathematical Economics | 2005-09-27 | Paper |
\(Interim\) core concepts for a Bayesian pure exchange economy
Journal of Mathematical Economics | 2004-08-19 | Paper |
scientific article; zbMATH DE number 1788877 (Why is no real title available?)
| 2002-08-26 | Paper |
ON SIMPLE GAMES WITH PERMISSION OF VOTERS
Journal of the Operations Research Society of Japan | 2002-07-11 | Paper |
Comparability of coalitions in committees with permission of voters by using desirability relation with hopefulness relation.
Applied Mathematics and Computation | 2001-04-25 | Paper |
Symmetry of simple games and permission of voters.
Applied Mathematics and Computation | 2001-04-25 | Paper |
scientific article; zbMATH DE number 1507177 (Why is no real title available?)
| 2001-03-22 | Paper |
New interpretation of the core of simple games in terms of voters' permission.
Applied Mathematics and Computation | 2000-06-25 | Paper |
scientific article; zbMATH DE number 1322512 (Why is no real title available?)
| 1999-11-08 | Paper |
scientific article; zbMATH DE number 772628 (Why is no real title available?)
| 1995-07-11 | Paper |
Walras degrees and probability of a blocking coalition at Pareto allocations
Journal of Mathematical Economics | 1984-01-01 | Paper |
On the cores of economies with indivisible commodities and a continuum of traders
Journal of Economic Theory | 1981-01-01 | Paper |
Diversified Consumption Characteristics and Conditionally Dispersed Endowment Distribution: Regularizing Effect and Existence of Equilibria
Econometrica | 1981-01-01 | Paper |
A note on the almost everywhere uniqueness of maximal elements without ordered preferences
Journal of Mathematical Economics | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3788315 (Why is no real title available?)
| 1979-01-01 | Paper |
An Equilibrium Existence Theorem without Convexity Assumptions
Econometrica | 1978-01-01 | Paper |
On the pseudo-competitive allocations and the core of a large economy
Journal of Mathematical Economics | 1978-01-01 | Paper |
