Author:
Choi Jin Hyuk,Larsen Kasper
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference16 articles.
1. Biagini, S., Sîrbu, M.: A note on admissibility when the credit line is infinite. Stochastics 84, 157–169 (2012)
2. Christensen, P.O., Larsen, K., Munk, C.: Equilibrium in securities markets with heterogeneous investors and unspanned income risk. J. Econ. Theory 147, 1035–1063 (2012)
3. Christensen, P.O., Larsen, K.: Incomplete continuous-time securities markets with stochastic income volatility. Rev. Asset Pricing Stud. 4, 247–285 (2014)
4. Cuoco, D., He, H.: Dynamic equilibrium in infinite-dimensional economies with incomplete financial markets. Working paper (1994). Unpublished
5. Dana, R., Jeanblanc, M.: Financial Markets in Continuous Time. Springer, Berlin (2003)
Cited by
29 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献