Trading constraints penalizing default: A recursive approach (Q2469549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading constraints penalizing default: A recursive approach |
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Trading constraints penalizing default: A recursive approach (English)
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6 February 2008
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trading constraints
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general equilibrium
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incomplete markets
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risk
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default
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Markov
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stationary
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time-homogeneous
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ergodic
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