Pages that link to "Item:Q1804023"
From MaRDI portal
The following pages link to The integrability problem of asset prices (Q1804023):
Displaying 10 items.
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The inverse problem of asset price under non-expected utility (Q1676739) (← links)
- Boiteux's solution to the shifting-peak problem and the equilibrium price density in continuous time (Q1852673) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- A Simple Counterexample to Several Problems in the Theory of Asset Pricing (Q4213029) (← links)
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
- UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698) (← links)
- Non-parametric counterfactual analysis in dynamic general equilibrium (Q5962161) (← links)