Trading constraints penalizing default: A recursive approach-Reference-Cited by-同舟云学术

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Trading constraints penalizing default: A recursive approach

Published:2008-01 Issue:2 Volume:44 Page:157-166
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Braido Luis H.B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference12 articles.

1. Efficiency, equilibrium and asset pricing with risk of default;Alvarez;Econometrica,2000

2. Infinite horizon incomplete markets with a continuum of states;Araujo;Mathematical Finance,1996

3. Balder, E.J., 2001. On subdifferential calculus. Lecture Notes, Universiteit Utrecht.

4. Dubey, P., Geanakoplos, J.D., Shubik, M., 1988. Default and efficiency in a general equilibrium model with incomplete markets. Cowles Foundation Discussion Paper 879R.

5. Default and punishment in general equilibrium;Dubey;Econometrica,2005

Cited by 2 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

1. Collateral Versus Default History;CIM Series in Mathematical Sciences;2015

2. Ergodic Markov equilibrium with incomplete markets and short sales;Theoretical Economics;2013-01

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