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Efficient intertemporal allocations with recursive utility
Dumas, Bernard; Uppal, Raman; Wang, Tan - 1997
Persistent link: https://www.econbiz.de/10000987025
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Weak proper risk aversion and the tempering effect of background risk
Gollier, Christian; Pratt, John W. - 1993
Persistent link: https://www.econbiz.de/10000881652
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Second-best risk sharing with incomplete contracts
Gollier, Christian - 1993
Persistent link: https://www.econbiz.de/10000882086
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How long do unilateral target zones last?
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000882095
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American path-dependent options
Chesney, Marc; Barone-Adesi, Giovanni - 1993
Persistent link: https://www.econbiz.de/10000882096
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Multiperiod equilibrium with endogenous price uncertainty
Henrotte, Philippe - 1994
Persistent link: https://www.econbiz.de/10000888573