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Financial markets with volatility uncertainty
Vorbrink, Jörg - In: Journal of mathematical economics 53 (2014), pp. 64-78
Persistent link: https://www.econbiz.de/10011297142
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Asset price volatility and banks
Zhang, Yu - In: Journal of mathematical economics 71 (2017), pp. 96-103
Persistent link: https://www.econbiz.de/10011833203
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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.; Fisher, Adlai - In: Journal of mathematical economics 44 (2008) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10003709133
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Price-level volatility and welfare in incomplete markets with sunspots
Kang, Minwook - In: Journal of mathematical economics 56 (2015), pp. 58-66
Persistent link: https://www.econbiz.de/10011342961