Pages that link to "Item:Q1969027"
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The following pages link to A martingale characterization of equilibrium asset price processes (Q1969027):
Displaying 9 items.
- A martingale theory of asset pricing in a production economy (Q751966) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← links)
- Continuous-time asset pricing theory. A martingale-based approach (Q1744618) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- Multi-asset empirical martingale price estimators derivatives (Q4639589) (← links)
- Martingale Analysis for Assets with Discontinuous Returns (Q4835397) (← links)