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Search: subject_exact:"Unvollkommener Markt"
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11
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
12
Indifference pricing for CRRA utilities
Malamud, Semyon
;
Trubowitz, Eugene
;
Wüthrich, Mario V.
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10009754856
Saved in:
13
Financial market equilibria with heterogeneous agents : CAPM and market segmentation
Del Vigna, Matteo
- In:
Mathematics and financial economics
7
(
2013
)
4
,
pp. 405-429
Persistent link: https://www.econbiz.de/10009790477
Saved in:
14
Additive habit formation : consumption in incomplete markets with random endowments
Muraviev, Roman
- In:
Mathematics and financial economics
5
(
2011
)
2
,
pp. 67-99
Persistent link: https://www.econbiz.de/10009315541
Saved in:
15
On securitization, market completion and equilibrium risk transfer
Horst, Ulrich
;
Pirvu, Traian A.
;
Dos Reis, Gonc̜alo
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 211-252
Persistent link: https://www.econbiz.de/10003949928
Saved in:
16
Recursiveness of indifference prices and translation-invariant preferences
Cheridito, Patrick
;
Kupper, Michael
- In:
Mathematics and financial economics
2
(
2009
)
3
,
pp. 173-188
Persistent link: https://www.econbiz.de/10003891233
Saved in:
17
Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich
;
Moreno-Bromberg, Santiago
- In:
Mathematics and financial economics
2
(
2008
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Saved in:
18
Valuing the option to invest in an incomplete market
Henderson, Vicky
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10003591558
Saved in:
19
The structure of optimal consumption streams in general incomplete markets
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 129-161
Persistent link: https://www.econbiz.de/10003591561
Saved in:
20
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
;
Makarov, Igor
;
Uppal, Raman
- In:
Mathematics and financial economics
1
(
2007
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003576938
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