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Convergence in models with bounded expected relative hazard rates
Oyarzun, Carlos; Ruf, Johannes - In: Journal of economic theory 154 (2014), pp. 229-244
Persistent link: https://www.econbiz.de/10010481363
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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
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Cheng, Susan T. - In: Journal of economic theory 53 (1991) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001101627
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The difference indifference makes in strategy-proof allocation of objects
Jaramillo, Paula; Manjunath, Vikram - In: Journal of economic theory 147 (2012) 5, pp. 1913-1946
Persistent link: https://www.econbiz.de/10009687507
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Optimal futures innovation in a dynamic economy : the discrete-time case
Ōhashi, Kazuhiko - In: Journal of economic theory 74 (1997) 2, pp. 448-465
Persistent link: https://www.econbiz.de/10001219701
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Endogenous determination of the degree of market-incompleteness in futures innovation
Ōhashi, Kazuhiko - In: Journal of economic theory 65 (1995) 1, pp. 198-217
Persistent link: https://www.econbiz.de/10001178557
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Equilibria with options : existence and indeterminacy
Krasa, Stefan - In: Journal of economic theory 54 (1991) 2, pp. 305-320
Persistent link: https://www.econbiz.de/10001108806
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Existence of competitive equilibria for option markets
Krasa, Stefan - In: Journal of economic theory 47 (1989) 2, pp. 413-421
Persistent link: https://www.econbiz.de/10001079615
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Strategic interaction between futures and spot markets
Ferreira García, José Luis - In: Journal of economic theory 108 (2003) 1, pp. 141-151
Persistent link: https://www.econbiz.de/10001750778
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Cournot competition, forward markets and efficiency
Allaz, Blaise L. - In: Journal of economic theory 59 (1993) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001141744