Author:
Faias Marta,Seghir Abdelkrim
Publisher
Springer International Publishing
Reference27 articles.
1. Araujo, A.P., Monteiro, P.K., Páscoa, M.R.: Infinite horizon incomplete markets with a continuum of states. Math. Financ. 6(2), 119–132 (1996)
2. Araujo, A.P., Monteiro, P.K., Páscoa, M.R.: Incomplete markets, continuum of state and default. Econ. Theory 11, 205–213 (1998)
3. Araujo, A.P., Páscoa, M.R., Torres-Martínez, J.P.: Collateral avoids Ponzi schemes in incomplete markets. Econometrica 70(4), 1613–1638 (2002)
4. Araujo, A.P., Páscoa, M.R., Torres-Martínez, J.P.: Long-lived collateralized assets and bubbles. Working Paper, University of Chile, SDT 284 (2008)
5. Braido, L.H.: Trading constraints penalizing default: a recursive approach. J. Math. Econ. 44(2), 157–166 (2008)