Equilibrium pricing in incomplete markets under translation invariant preferences
Year of publication: |
February 2016
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Authors: | Cheridito, Patrick ; Horst, Ulrich ; Kupper, Michael ; Pirvu, Traian A. |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 1, p. 174-195
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Subject: | competitive equilibrium | incomplete markets | translation invariant preferences | heterogenous agents | trading constraints | one-fund theorem | Unvollkommener Markt | Incomplete market | Präferenztheorie | Theory of preferences | Gleichgewichtsmodell | Equilibrium model | Kapitalmarkttheorie | Financial economics | Optionspreistheorie | Option pricing theory | Wertpapierhandel | Securities trading |
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