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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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Existence of an equilibrium with limited participation
Weston, Kim - In: Finance and stochastics 28 (2024) 2, pp. 329-361
Persistent link: https://www.econbiz.de/10015130322
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Price impact in Nash equilibria
Chen, Xiao; Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. - In: Finance and stochastics 27 (2023) 2, pp. 305-340
Persistent link: https://www.econbiz.de/10014253641
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An incomplete equilibrium with a stochastic annuity
Weston, Kim; Žitković, Gordan - In: Finance and stochastics 24 (2020) 2, pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
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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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A time-inconsistent Dynkin game : from intra-personal to inter-personal equilibria
Huang, Yu-Jui; Zhou, Zhou - In: Finance and stochastics 26 (2022) 2, pp. 301-334
Persistent link: https://www.econbiz.de/10013197586
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An example of a stochastic equilibrium with incomplete markets
Žitkovi´c, Gordan - In: Finance and stochastics 16 (2012) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10009544671
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Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 5 (2001) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
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Risk minimization under transaction costs
Guasoni, Paolo - In: Finance and stochastics 6 (2002) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10001643757
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862
Persistent link: https://www.econbiz.de/10014328991