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Asset pricing with dynamically inconsistent agents
Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
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On time-inconsistent stochastic control in continuous time
Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - In: Finance and stochastics 21 (2017) 2, pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
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In memoriam : Tomas Björk (1947-2021) : on his career and beyond
Gaspar, Raquel M.; Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 867-885
Persistent link: https://www.econbiz.de/10014426393