Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

Mapping Intimacies ◽

10.1007/978-3-540-24755-5 ◽

2003 ◽

Author(s):

Alexandre Ziegler

Keyword(s):

Incomplete Information ◽

Continuous Time ◽

Heterogeneous Beliefs ◽

Continuous Time Finance

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Bankruptcy Triggering Asset Value: Continuous Time Finance Approach

Springer Proceedings in Mathematics & Statistics - Modeling, Dynamics, Optimization and Bioeconomics I ◽

10.1007/978-3-319-04849-9_22 ◽

2014 ◽

pp. 357-382 ◽

Author(s):

Karel Janda ◽

Jakub Rojcek

Keyword(s):

Continuous Time ◽

Asset Value ◽

Continuous Time Finance

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Continuous-Time Finance.

The Journal of Finance ◽

10.2307/2328875 ◽

1991 ◽

Vol 46 (4) ◽

pp. 1567

Author(s):

Stephen A. Ross ◽

Robert C. Merton

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2012.02.002 ◽

2012 ◽

Vol 36 (7) ◽

pp. 973-987 ◽

Author(s):

Xue-Zhong He ◽

Kai Li

Keyword(s):

Continuous Time ◽

Asset Price ◽

Heterogeneous Beliefs ◽

Adaptive Behaviour ◽

Price Model ◽

Asset Price Model

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Continuous-Time Finance.

The Economic Journal ◽

10.2307/2233573 ◽

1991 ◽

Vol 101 (406) ◽

pp. 643

Author(s):

Michael J. P. Selby ◽

Robert C. Merton

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Continuous-time limit of dynamic games with incomplete information and a more informed player

International Journal of Game Theory ◽

10.1007/s00182-015-0507-5 ◽

2015 ◽

Vol 45 (1-2) ◽

pp. 321-352 ◽

Author(s):

Fabien Gensbittel

Keyword(s):

Incomplete Information ◽

Continuous Time ◽

Dynamic Games ◽

Games With Incomplete Information

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Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales

Journal of Mathematical Economics ◽

10.1016/s0304-4068(96)00797-5 ◽

1997 ◽

Vol 28 (2) ◽

pp. 187-205 ◽

Author(s):

Xing Jin ◽

Shuhui Deng

Keyword(s):

Continuous Time ◽

Existence And Uniqueness ◽

Habit Formation ◽

Optimal Consumption ◽

Short Sales ◽

Finance Model ◽

Continuous Time Finance

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Continuous-time finance

Fixed Income and Interest Rate Derivative Analysis ◽

10.1016/b978-075064012-1.50027-3 ◽

1998 ◽

pp. 143-159

Author(s):

Mark Britten-Jones

Keyword(s):

Continuous Time ◽

Continuous Time Finance

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Fractional calculus and continuous-time finance

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(00)00255-7 ◽

2000 ◽

Vol 284 (1-4) ◽

pp. 376-384 ◽

Author(s):

Enrico Scalas ◽

Rudolf Gorenflo ◽

Francesco Mainardi

Keyword(s):

Fractional Calculus ◽

Continuous Time ◽

Continuous Time Finance

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Games with Incomplete Information in Continuous Time and for Continuous Types

Dynamic Games and Applications ◽

10.1007/s13235-012-0043-x ◽

2012 ◽

Vol 2 (2) ◽

pp. 206-227 ◽

Author(s):

Pierre Cardaliaguet ◽

Catherine Rainer

Keyword(s):

Incomplete Information ◽

Continuous Time ◽

Games With Incomplete Information

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Market stability switches in a continuous-time financial market with heterogeneous beliefs

Economic Modelling ◽

10.1016/j.econmod.2009.07.016 ◽

2009 ◽

Vol 26 (6) ◽

pp. 1432-1442 ◽

Author(s):

Xue-Zhong He ◽

Kai Li ◽

Junjie Wei ◽

Min Zheng

Keyword(s):

Financial Market ◽

Continuous Time ◽

Heterogeneous Beliefs ◽

Stability Switches ◽

Market Stability

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