Pages that link to "Item:Q1779002"
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The following pages link to Market clearing, utility functions, and securities prices (Q1779002):
Displaying 14 items.
- Strategies in the principal-agent model (Q361824) (← links)
- Securities market theory: possession, repo and rehypothecation (Q413489) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- Market clearing and price formation (Q844623) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Market clearing and derivative pricing (Q1780152) (← links)
- The integrability problem of asset prices (Q1804023) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets (Q3521270) (← links)
- Duesenberry Equilibrium and Heterogenous Agents (Q5123449) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)