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Collateral
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Araújo, Aloísio Barboza de
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Páscoa, Mário Rui
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Barbachan, José Santiago Fajardo
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Orrillo, Jaime
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Collateral avoids Ponzi schemes in incomplete markets
Araújo, Aloísio Barboza de
(
contributor
); …
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1613-1638
Persistent link: https://www.econbiz.de/10001688098
Saved in:
2
Endogenous collateral
Araújo, Aloísio Barboza de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002166301
Saved in:
3
Equilibrium with default and endogenous collateral
Araújo, Aloísio Barboza de
;
Orrillo, Jaime
;
Páscoa, …
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10002177101
Saved in:
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