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Priority option : the value of being a leader
Grasselli, M. R.; Leclère, Vincent; Ludkovski, M. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
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Sustainable debt
Bloise, Gaetano; Polemarchakis, Heraklis M.; Vailakis, Y. - In: Theoretical economics : TE ; an open access journal in … 16 (2021) 4, pp. 1513-1555
falls recurrently below the rate of growth of the economy, self‐insurance is more costly than borrowing, and repayments on …
Persistent link: https://www.econbiz.de/10012806557
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The role of measurability in game-theoretic probability
Vovk, Vladimir - In: Finance and stochastics 21 (2017) 3, pp. 719-739
Persistent link: https://www.econbiz.de/10011944419
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Game options under Knightian uncertainty in discrete time
Rubbenstroth, Bodo - 2019
This paper studies two player stopping games in a discrete time multiple prior framework with a finite time horizon. Optimal stopping times as well as recursive formulas for the value processes of the games are derived. These results are used to characterize the set of no-arbitrage prices for a...
Persistent link: https://www.econbiz.de/10012016141
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Sovereign debt and incentives to default with uninsurable risks
Bloise, Gaetano; Polemarchakis, Heraklis M.; Vailakis, … - In: Theoretical economics : TE ; journal of the Econometric … 12 (2017) 3, pp. 1121-1154
Persistent link: https://www.econbiz.de/10011753075
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Sovereign debt and incentives to default with uninsurable risks
Bloise, Gaetano; Polemarchakis, Heraklis M.; Vailakis, … - In: Theoretical economics : TE ; an open access journal in … 12 (2017) 3, pp. 1121-1154
loss of insurance opportunities upon default, despite the fact that the most pessimistic valuation of the endowment, the …
Persistent link: https://www.econbiz.de/10011744128
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Financial market incompleteness and international cooperation on capital controls
Kitano, Shigeto; Takaku, Kenya - 2020
Persistent link: https://www.econbiz.de/10012233201
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Financial market incompleteness and international cooperation on capital controls
Kitano, Shigeto; Takaku, Kenya - 2021 - Revised October 25, 2021
Persistent link: https://www.econbiz.de/10013367773
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Financial market incompleteness and international cooperation on capital controls
Kitano, Shigeto; Takaku, Kenya - In: International journal of economic theory 18 (2022) 4, pp. 624-642
Persistent link: https://www.econbiz.de/10013472547
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien (contributor); Kaniel, Ron (contributor) - 2008 - [Rev.]
Persistent link: https://www.econbiz.de/10003770599