The following pages link to Mark Schroder (Q848612):
Displaying 15 items.
- Optimal debt contracts and product market competition with exit and entry (Q848613) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- Short-sale constraints, information acquisition, and asset prices (Q1676467) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368) (← links)
- LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
- Spaces making continous convergence and locally uniform convergence coincide, their very weak P-property, and their topological behaviour. (Q3357873) (← links)
- A Reduction Method Applicable to Compound Option Formulas (Q3477872) (← links)
- (Q4526399) (← links)
- (Q4852574) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- The negative value of private information in illiquid markets (Q6166483) (← links)
