On securitization, market completion and equilibrium risk transfer
type: Item
instance of: scholarly article
title: On securitization, market completion and equilibrium risk transfer
zbMATH Open document ID: 1255.91401
author: Ulrich Horst
author: Traian A. Pirvu
author: Gonçalo dos Reis
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
full work available at URL: SFB649DP2010-010.pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6127171
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: dynamic risk measures
zbMATH Keywords: partial equilibrium
zbMATH Keywords: equilibrium pricing
zbMATH Keywords: market completion
MaRDI profile type: Publication
OpenAlex ID: W2129761952
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DOI: 10.1007/S11579-010-0022-1
description: scientific article; zbMATH DE number 6127171