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~isPartOf:"Applied mathematical finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Börsenkurs"
~subject:"Equilibrium model"
~subject:"Share price"
~subject:"Theory"
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Börsenkurs
Equilibrium model
Share price
Theory
Incomplete market
40
Unvollkommener Markt
40
Theorie
30
Option pricing theory
8
Optionspreistheorie
8
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6
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6
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6
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Levine, David K.
2
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1
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Applied mathematical finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working paper / National Bureau of Economic Research, Inc.
81
Journal of mathematical economics
77
Journal of economic theory
71
NBER working paper series
71
Economic theory : official journal of the Society for the Advancement of Economic Theory
69
Journal of economic dynamics & control
64
NBER Working Paper
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Discussion paper / Centre for Economic Policy Research
55
Journal of monetary economics
43
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41
Review of economic dynamics
39
Finance and stochastics
35
Macroeconomic dynamics
35
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33
Economics letters
30
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30
International journal of theoretical and applied finance
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Discussion paper series / IZA
26
Journal of international economics
25
CORE discussion paper : DP
22
International economic review
22
The review of financial studies
20
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17
Annals of finance
16
Discussion paper series
16
Journal of the European Economic Association
16
The American economic review
16
The review of economic studies
16
CESifo Working Paper Series
15
Economic modelling
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Journal of banking & finance
15
Journal of macroeconomics
15
Working papers / Brown University, Department of Economics
15
Journal of international money and finance
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Journal of political economy
14
Research paper series / Swiss Finance Institute
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CARESS working paper
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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ECONIS (ZBW)
30
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1
Utility indifference pricing : a time consistent approach
Pirvu, Traian A.
;
Zhang, Huayue
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 304-326
Persistent link: https://www.econbiz.de/10010187662
Saved in:
2
An empirical equilibrium model of a decentralized asset market
Gavazza, Alessandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1755-1798
Persistent link: https://www.econbiz.de/10011741991
Saved in:
3
Farms, families, and markets : new evidence on completeness of markets in agricultural settings
LaFave, Daniel
;
Thomas, Duncan
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1917-1960
Persistent link: https://www.econbiz.de/10011741996
Saved in:
4
Investment and competitive matching
Nöldeke, Georg
;
Samuelson, Larry
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 835-896
Persistent link: https://www.econbiz.de/10011378543
Saved in:
5
An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik
;
Piccione, Michele
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
Saved in:
6
Stock loans in incomplete markets
Grasselli, Matheus R.
;
Gómez, Cesar
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 118-136
Persistent link: https://www.econbiz.de/10009737173
Saved in:
7
Speculative overpricing in asset markets with information flows
Palfrey, Thomas R.
;
Wang, Stephanie
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1937-1976
Persistent link: https://www.econbiz.de/10009665480
Saved in:
8
Competition in financial innovation
Carvajal, Andrés
;
Rostek, Marzena
;
Weretka, Marek
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1895-1936
Persistent link: https://www.econbiz.de/10009665483
Saved in:
9
Endogenous completeness of diffusion driven equilibrium markets
Hugonnier, Julien
;
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1249-1270
Persistent link: https://www.econbiz.de/10009629012
Saved in:
10
A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1711-1750
Persistent link: https://www.econbiz.de/10003943413
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