Pages that link to "Item:Q1852969"

The following pages link to Financial markets in continuous time. Translated from the French by Anna Kennedy (Q1852969):

Displaying 16 items.

• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (Q309841) (← links)
• Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
• Multi-firm voluntary disclosures for correlated operations (Q470717) (← links)
• Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
• Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
• Optimal investment under partial information (Q966433) (← links)
• On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162) (← links)
• Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence (Q1626504) (← links)
• How to determine exchange rates under risk neutrality: a note (Q1782314) (← links)
• The completeness and incompleteness of financial markets in economies driven by diffusion processes (Q2298117) (← links)
• Taylor approximation of incomplete Radner equilibrium models (Q2516775) (← links)
• Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
• Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ (Q3178734) (← links)
• Approximation of Non-Lipschitz SDEs by Picard Iterations (Q4559473) (← links)
• The Role of (Quasi) Analyticity in Establishing Completeness of Financial Markets Equilibria (Q5111107) (← links)
• The sound of silence: equilibrium filtering and optimal censoring in financial markets (Q5197399) (← links)