Financial Markets in Continuous Time
By Monique Jeanblanc, Rose-Anne Dana. 2003
116 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/f8566d8964797b75a8f686988d766c46366407f6
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In Economics and Econometrics
- Walter Schachermayer
- Michael Kupper
- Damir Filipovi'c
- Nizar Touzi
- Elyès Jouini
- Jan Kallsen
- Alexander Schied
- Mark P. Owen
Citations in the corpus
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008, background): “[ 13 ]. Equivalence with (vi) in the law-invariant context is new.”
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets (2007, unknown): “Then 18 Since the equilibrium is Pareto Optimal, the marginal utility of consumption is infinite at zero, the aggregate consumption is strictly positive at each node, and all agents have strictly positive income by Equation (4), the equilibrium consumptions of all agents are strictly positive at eac”
- OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION (2007, result): “We just refer to the textbooks [ 9 , 12] and the references therein.”