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Stochastic equilibria on graphs

Evstigneev, Igor V.; Taksar, Michael I. - 1992

Persistent link: https://www.econbiz.de/10000854780

Stochastic equilibria on graphs ; 1

Evstigneev, Igor V. - 1992

Persistent link: https://www.econbiz.de/10000854781

Stochastic equilibria on graphs ; 2

Evstigneev, Igor V. - 1993

Persistent link: https://www.econbiz.de/10000854782

Stochastic equilibria on graphs

Evstigneev, Igor V. - In: Journal of mathematical economics 24 (1995) 4, pp. 383-406

Persistent link: https://www.econbiz.de/10001287259

Stochastic equilibria on graphs

Evstigneev, Igor V. - In: Journal of mathematical economics 23 (1994) 5, pp. 401-433

Persistent link: https://www.econbiz.de/10001287260

On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria

Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221

Persistent link: https://www.econbiz.de/10002032691

On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria

Evstigneev, Igor V. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001825768

Dynamic interaction models of economic equilibrium

Evstigneev, Igor V.; Taksar, Michael I. - In: Journal of economic dynamics & control 33 (2009) 1, pp. 166-182

Persistent link: https://www.econbiz.de/10003810181

Capital growth under transaction costs : an analysis based on the von Neumann-Gale model

Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. - 2008

In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of economic dynamics can serve as a convenient and natural framework for the analysis of questions of asset pricing and hedging under transaction costs. The present article focuses on a...

Persistent link: https://www.econbiz.de/10003961438

Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model

Dempster, Michael A. H. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003187224