Pages that link to "Item:Q1932526"
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The following pages link to On securitization, market completion and equilibrium risk transfer (Q1932526):
Displaying 17 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Securities market theory: possession, repo and rehypothecation (Q413489) (← links)
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- A multiperiod equilibrium pricing model (Q1714594) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao (Q2429371) (← links)
- Portfolio optimization under shortfall risk constraint (Q2817245) (← links)
- A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE (Q2863001) (← links)
- Securitization and Compensation in Financial Institutions* (Q4554081) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- On the Spanning Property of Risk Bonds Priced by Equilibrium (Q5388061) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
