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~isPartOf:"Applied mathematical finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Börsenkurs"
~subject:"Equilibrium model"
~subject:"Share price"
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Börsenkurs
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Incomplete market
40
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Applied mathematical finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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10
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7
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1
Stock loans in incomplete markets
Grasselli, Matheus R.
;
Gómez, Cesar
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 118-136
Persistent link: https://www.econbiz.de/10009737173
Saved in:
2
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
3
Equilibrium in continuous-time financial markets : endogenously dynamically complete markets
Anderson, Robert M.
;
Raimondo, Roberto C.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 841-907
Persistent link: https://www.econbiz.de/10003740273
Saved in:
4
Stationary equilibria in asset-pricing models with incomplete markets and collateral
Kubler, Felix
;
Schmedders, Karl
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1767-1793
Persistent link: https://www.econbiz.de/10001841359
Saved in:
5
Rational asset pricing bubbles
Santos Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 19-57
Persistent link: https://www.econbiz.de/10001217068
Saved in:
6
Infinite horizon incomplete markets
Magill, Michael
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 853-880
Persistent link: https://www.econbiz.de/10001252920
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