Pages that link to "Item:Q3751330"

The following pages link to An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330):

Displaying 32 items.

• Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
• Asset pricing for general processes (Q804457) (← links)
• Generic non-existence of equilibria in finance models (Q810351) (← links)
• Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
• Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
• Stochastic equilibrium discounting (Q1094310) (← links)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Pricing continuously resettled contingent claims (Q1200317) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models (Q1319016) (← links)
• Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Equilibrium asset prices and exchange rates (Q1349762) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• Heterogeneous information arrival and option pricing (Q1377317) (← links)
• Smooth infinite economies (Q1381020) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) (← links)
• A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
• Long-run risk and hidden growth persistence (Q1994292) (← links)
• A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
• Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
• EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL¹ (Q4226863) (← links)
• A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
• Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
• IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)