//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A reduction method applicable...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
8
Language
All
Undetermined
8
Author
All
Schroder, Mark
7
Skiadas, Costis
4
Duffie, D.
1
Khanna, Naveen
1
Schroder, M.
1
Skiadas, C.
1
Published in...
All
The review of financial studies
3
Journal of economic theory
2
Economic theory
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of finance : the journal of the American Finance Association
1
Source
All
OLC EcoSci
ECONIS (ZBW)
29
RePEc
11
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, D.
;
Schroder, M.
;
Skiadas, C.
- In:
Economic theory
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10007201996
Saved in:
2
Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time
Schroder, Mark
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2402
Persistent link: https://www.econbiz.de/10006549759
Saved in:
3
The tradeoff between risk sharing and information production in financial markets
Khanna, Naveen
;
Schroder, Mark
- In:
Journal of economic theory
145
(
2010
)
1
,
pp. 124-156
Persistent link: https://www.econbiz.de/10008371715
Saved in:
4
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark
;
Skiadas, Costis
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10008221223
Saved in:
5
Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark
;
Skiadas, Costis
- In:
Journal of economic theory
89
(
1999
)
1
,
pp. 68-126
Persistent link: https://www.econbiz.de/10007683653
Saved in:
6
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2013
)
4
,
pp. 1189-1188
Persistent link: https://www.econbiz.de/10010114456
Saved in:
7
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1189-1222
Persistent link: https://www.econbiz.de/10007036822
Saved in:
8
Changes of Numeraire for Pricing Futures, Forwards, and Options
Schroder, Mark
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1143-1164
Persistent link: https://www.econbiz.de/10007054178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->