Pages that link to "Item:Q2800369"

The following pages link to Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369):

Displaying 22 items.

• Brouwer fixed point theorem in \((L^0)^d\) (Q401818) (← links)
• Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
• Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• On aggregation and representative agent equilibria (Q684175) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• Equilibrium asset pricing with transaction costs (Q2022762) (← links)
• Estimating heterogeneous agent preferences by inverse optimization in a randomized nonatomic game (Q2070725) (← links)
• Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Conditional Analysis and a Principal-Agent Problem (Q3188152) (← links)
• Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
• An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
• The algebra of conditional sets and the concepts of conditional topology and compactness (Q5962573) (← links)
• Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)