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Existence and structure of stochastic equilibria with intertemporal substitution
Bank, Peter; Riedel, Frank - In: Finance and stochastics 5 (2001) 4, pp. 487-509
Persistent link: https://www.econbiz.de/10001614604
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Convergence of the equilibrium prices in a family of financial models
Jouini, Elyès - In: Finance and stochastics 7 (2003) 4, pp. 491-507
Persistent link: https://www.econbiz.de/10001800684
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Asset pricing with dynamically inconsistent agents
Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
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Financial equilibria in the semimartingale setting : complete markets and markets with withdrawel constraints
Žitković, Gordan - In: Finance and stochastics 10 (2006) 1, pp. 99-119
Persistent link: https://www.econbiz.de/10003234957
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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
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A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
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On time-inconsistent stochastic control in continuous time
Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - In: Finance and stochastics 21 (2017) 2, pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
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A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes; Nutz, Marcel - In: Finance and stochastics 22 (2018) 2, pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
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Stability of Radner equilibria with respect to small frictions
Herdegen, Martin; Muhle-Karbe, Johannes - In: Finance and stochastics 22 (2018) 2, pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
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Equilibrium returns with transaction costs
Bouchard, Bruno; Fukasawa, Masaaki; Herdegen, Martin; … - In: Finance and stochastics 22 (2018) 3, pp. 569-601
Persistent link: https://www.econbiz.de/10011945871