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Infinite Horizon Incomplete Markets with a Continuum of States
Araujo, Aloisio; Monteiro, Paulo K.; Páscoa, Mário - In: Mathematical finance : an international journal of … 6 (1996) 2, pp. 119-132
Persistent link: https://www.econbiz.de/10008220415
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Collateralized assets and asymmetric information
Petrassi, Myrian; Torres-Martínez, Juan Pablo - In: Journal of mathematical economics 44 (2008) 5, pp. 530-534
Persistent link: https://www.econbiz.de/10007984359
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Fiat money and the value of binding portfolio constraints
Páscoa, Mário R.; Petrassi, Myrian; Torres-Martínez, … - In: Economic theory 46 (2011) 2, pp. 189-210
Persistent link: https://www.econbiz.de/10008786779
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Collateralized assets and asymmetric information
Petrassi, Myrian; Torres-Martínez, Juan Pablo - In: Journal of mathematical economics 44 (2008) 5, pp. 530-535
Persistent link: https://www.econbiz.de/10008887039