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Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.
;
Kremer, Ilan
;
Mansour, Yishay
- In:
Journal of economic theory
163
(
2016
),
pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
Saved in:
2
An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
DeMarzo, Peter M.
- In:
Journal of economic theory
2
(
1988
),
pp. 353-369
Persistent link: https://www.econbiz.de/10001061016
Saved in:
3
Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information
DeMarzo, Peter M.
- In:
Journal of economic theory
80
(
1998
)
1
,
pp. 123-152
Persistent link: https://www.econbiz.de/10001243871
Saved in:
4
Corporate financial hedging with proprietary information
DeMarzo, Peter M.
- In:
Journal of economic theory
53
(
1991
)
2
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001102723
Saved in:
5
On the voluntary disclosure of redundant information
Banerjee, Snehal
;
Breon-Drish, Bradyn
;
Kaniel, Ron
; …
- In:
Journal of economic theory
214
(
2023
),
pp. 1-53
Persistent link: https://www.econbiz.de/10014540680
Saved in:
6
Dynamic signaling and market breakdown
Kremer, Ilan
;
Skrzypacz, Andrzej
- In:
Journal of economic theory
133
(
2007
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10003445672
Saved in:
7
On the informational inefficiency of discriminatory price auctions
Jackson, Matthew O.
;
Kremer, Ilan
- In:
Journal of economic theory
132
(
2007
)
1
,
pp. 507-517
Persistent link: https://www.econbiz.de/10003407419
Saved in:
8
Dynamic signaling and market breakdown
Kremer, Ilan
;
Skrzypacz, Andrzej
- In:
Journal of economic theory
133
(
2007
),
pp. 58-82
Persistent link: https://www.econbiz.de/10007616230
Saved in:
9
On the informational inefficiency of discriminatory price auctions
Jackson, Matthew O.
;
Kremer, Ilan
- In:
Journal of economic theory
132
(
2007
)
1
,
pp. 507-517
Persistent link: https://www.econbiz.de/10007617022
Saved in:
10
On the informational inefficiency of discriminatory price auctions
Jackson, Matthew O.
;
Kremer, Ilan
- In:
Journal of economic theory
132
(
2007
),
pp. 507-517
Persistent link: https://www.econbiz.de/10007617242
Saved in:
1
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