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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
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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
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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
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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
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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
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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
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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
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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