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My journey through finance and stochastics
Musiela, Marek - In: Finance and stochastics 26 (2022) 1, pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
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An example of indifference prices under exponential preferences
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
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Martingale methods in financial modelling
Musiela, Marek; Rutkowski, Marek - 2005 - 2. ed
Persistent link: https://www.econbiz.de/10001928235
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Stochastic partial differential equations and portfolio choice
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Contemporary quantitative finance : essays in honour of …, (pp. 195-216). 2010
Persistent link: https://www.econbiz.de/10008749273
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Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
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Perfect Competition in a Bilateral Monopoly
Dubey, Pradeep; Sondermann, Dieter - 2003
We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. Inparticular,...
Persistent link: https://www.econbiz.de/10010263094
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Perfect Competition in an Oligoply (including Bilateral Monopoly)
Dubey, Pradeep; Sondermann, Dieter - 2008
We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. In particular,...
Persistent link: https://www.econbiz.de/10010264920
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Perfect Competition in a Bilateral Monopoly
Dubey, Pradeep; Sondermann, Dieter - Economics Department, State University of New … - 2005
We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. In particular,...
Persistent link: https://www.econbiz.de/10008578069
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Perfect Competition in a Bilateral Monopoly (In honor of Martin Shubik)
Dubey, Pradeep; Sondermann, Dieter - Cowles Foundation for Research in Economics, Yale University - 2005
We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. In particular,...
Persistent link: https://www.econbiz.de/10005593618
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Perfect Competition in a Bilateral Monopoly
Dubey, Pradeep; Sondermann, Dieter - University of Bonn, Germany - 2003
We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. Inparticular,...
Persistent link: https://www.econbiz.de/10004989637