On securitization, market completion and equilibrium risk transfer (Q1932526)
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scientific article; zbMATH DE number 6127171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On securitization, market completion and equilibrium risk transfer |
scientific article; zbMATH DE number 6127171 |
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On securitization, market completion and equilibrium risk transfer (English)
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20 January 2013
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backward stochastic differential equations
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dynamic risk measures
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partial equilibrium
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equilibrium pricing
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market completion
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