Taylor approximation of incomplete Radner equilibrium models

Jin Hyuk Choi, Kasper Larsen

Year of publication:	July 2015
Authors:	Choi, Jin Hyuk ; Larsen, Kasper
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 3, p. 653-679
Subject:	Continuous time \| Interest rate \| Market price of risk \| Hölder spaces \| Exponential utilities \| Theorie \| Theory \| Zins \| Zinsstruktur \| Yield curve \| CAPM \| Unvollkommener Markt \| Incomplete market \| Risikoprämie \| Risk premium \| Risiko \| Risk

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