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  • Search: subject:"backward stochastic difference equations"
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Year of publication
Subject
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backward stochastic difference equations 2 heterogenous agents 2 incomplete markets 2 trading constraints 2 Analysis 1 Competitive equilibrium 1 Gleichgewicht 1 Kapitalmarkttheorie 1 Optionspreistheorie 1 Stochastischer Prozess 1 Theorie 1 Unvollkommener Markt 1 Wertpapierhandel 1 competitive equilibrium 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Cheridito, Patrick 2 Horst, Ulrich 2 Kupper, Michael 2 Pirvu, Traian A. 2
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Equilibrium pricing in incomplete markets under translation invariant preferences
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; … - 2011
described by a system of coupled backward stochastic difference equations, which in the continuous-time limit becomes a multi …
Persistent link: https://www.econbiz.de/10010281519
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Cover Image
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
described by a system of coupled backward stochastic difference equations, which in the continuous-time limit becomes a multi …
Persistent link: https://www.econbiz.de/10010607138
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