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Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1986
Persistent link: https://www.econbiz.de/10005588741
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On Neighboring Consumers
Back, Kerry
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Center for Mathematical Studies in Economics and …
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1985
Persistent link: https://www.econbiz.de/10005766791
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3
The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry
;
Pliska, Stanley R.
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Center for Mathematical Studies in Economics and …
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1986
Persistent link: https://www.econbiz.de/10005824541
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4
Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property
Back, Kerry
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Center for Mathematical Studies in Economics and …
-
1986
Persistent link: https://www.econbiz.de/10005824742
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5
Continuity of the Fenchel Transform of Convex Functions
Back, Kerry
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Center for Mathematical Studies in Economics and …
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1983
Persistent link: https://www.econbiz.de/10005252328
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6
Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces
Back, Kerry
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Center for Mathematical Studies in Economics and …
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1986
Persistent link: https://www.econbiz.de/10005252367
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On the fundamental theorem of asset pricing with an infinite state space
Back, Kerry
;
Pliska, Stanley R.
- In:
Journal of Mathematical Economics
20
(
1991
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10005520957
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Concepts of similarity for utility functions
Back, Kerry
- In:
Journal of Mathematical Economics
15
(
1986
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10005521048
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9
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces
Back, Kerry
- In:
Journal of Mathematical Economics
17
(
1988
)
1
,
pp. 89-99
Persistent link: https://www.econbiz.de/10005374156
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10
Asset pricing for general processes
Back, Kerry
- In:
Journal of Mathematical Economics
20
(
1991
)
4
,
pp. 371-395
Persistent link: https://www.econbiz.de/10005374168
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