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Financial markets in continuous time

Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003

Persistent link: https://www.econbiz.de/10001702715

Financial markets in continuous time

Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.

Persistent link: https://www.econbiz.de/10003453129

An extension of Milleron, Mitjushin and Polterovich's result

Dana, Rose-Anne - In: Journal of mathematical economics 24 (1995) 3, pp. 259-269

Persistent link: https://www.econbiz.de/10001179664

Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models

Dana, Rose-Anne - In: Journal of mathematical economics 22 (1993) 6, pp. 563-579

Persistent link: https://www.econbiz.de/10001161900

Equilibrium, uniqueness and determinacy of equilibrium in CAPM with a riskless asset

Dana, Rose-Anne - In: Journal of mathematical economics 32 (1999) 2, pp. 167-175

Persistent link: https://www.econbiz.de/10001417897

Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable

Dana, Rose-Anne - In: Review of economic design : RED 6 (2001) 2, pp. 155-173

Persistent link: https://www.econbiz.de/10001646228

Ambiguity, uncertainty aversion and equilibrium welfare

Dana, Rose-Anne - In: Economic theory : official journal of the Society for … 23 (2004) 3, pp. 569-587

Persistent link: https://www.econbiz.de/10002059636

A representation result for concave Schur concave functions

Dana, Rose-Anne - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 613-634

Persistent link: https://www.econbiz.de/10003121134

Dynamic complexity in duopoly games

Dana, Rose-Anne; Montrucchio, Luigi - In: Journal of economic theory 40 (1986) 1, pp. 40-56

Persistent link: https://www.econbiz.de/10003522609

Default Times, Non-Arbitrage Conditions and Changeof Probability Measures

Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan - National Centre of Competence in ResearchFinancial … - 2009

In this paper we give a financial justification, based on non arbitrage conditions,of the (H) hypothesis in default time modelling. We also show how the (H) hypothesis isaffected by an equivalent change of probability measure.[...]

Persistent link: https://www.econbiz.de/10005868711