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Existence of equilibrium and price adjustments in a finance economy with incomplete markets
Talman, Dolf; Thijssen, Jacco J. J. - In: Journal of mathematical economics 42 (2006) 3, pp. 255-268
Persistent link: https://www.econbiz.de/10003322695
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Musings on the Cass trick
Cass, David - In: Journal of mathematical economics 42 (2006) 4/5, pp. 374-383
Persistent link: https://www.econbiz.de/10003376523
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Aggregation of heterogeneous beliefs
Jouini, Elyès; Napp, Clotilde - In: Journal of mathematical economics 42 (2006) 6, pp. 752-770
Persistent link: https://www.econbiz.de/10003376556
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Separability of stochastic production decisions from producer risk preferences in the presence of financial markets
Chambers, Robert G.; Quiggin, John C. - In: Journal of mathematical economics 45 (2009) 11, pp. 730-737
Persistent link: https://www.econbiz.de/10003937630
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Existence of financial equilibria with restricted participation
Aouani, Zaier; Cornet, Bernard - In: Journal of mathematical economics 45 (2009) 12, pp. 772-786
Persistent link: https://www.econbiz.de/10003937660
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Endogenous incompleteness of financial markets : the role of ambiguity and ambiguity aversion
Rinaldi, Francesca - In: Journal of mathematical economics 45 (2009) 12, pp. 872-893
Persistent link: https://www.econbiz.de/10003937681
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On financial equilibrium with intermediation costs
Markeprand, Tobias - In: Journal of mathematical economics 44 (2008) 2, pp. 148-156
Persistent link: https://www.econbiz.de/10003709101
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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.; Fisher, Adlai - In: Journal of mathematical economics 44 (2008) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10003709133
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High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang; Zhou, Zhiru - In: International journal of economics and finance 3 (2011) 4, pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
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Do financial ratios affect index constitution?
Guris, Selahattin; Sacildi, Irem Sacakli; Genc, Elif Guneren - In: International journal of economics and finance 7 (2015) 4, pp. 191-198
Persistent link: https://www.econbiz.de/10010516726