The following pages link to Michael J. Stutzer (Q899901):
Displaying 12 items.
- Comparative statics for integrable Nash equilibria (Q899902) (← links)
- (Q1398985) (redirect page) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Simple entropic derivation of a generalized Black-Scholes option pricing model (Q1612932) (← links)
- Optimal hedging via large deviation (Q1673025) (← links)
- The bankruptcy problem in financial networks (Q1787698) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- A Bayesian approach to diagnosis of asset pricing models (Q1899238) (← links)
- (Q3589537) (← links)
- (Q4283294) (← links)
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation (Q4368516) (← links)
- (Q4369085) (← links)
