Pricing and Hedging in Incomplete Markets with Model Ambiguity

SSRN Electronic Journal ◽

10.2139/ssrn.2459405 ◽

2014 ◽

Cited By ~ 1

Author(s):

Anne Balter ◽

Antoon Pelsser

Keyword(s):

Incomplete Markets ◽

Model Ambiguity

Pricing and Hedging in Incomplete Markets with Model Ambiguity

SSRN Electronic Journal ◽

10.2139/ssrn.2564521 ◽

2015 ◽

Cited By ~ 3

Author(s):

Anne Balter ◽

Antoon Pelsser

Keyword(s):

Incomplete Markets ◽

Model Ambiguity

Incomplete Markets and Households' Exposure to Interest Rate and Inflation Risk: Implications for the Monetary Policy Maker

SSRN Electronic Journal ◽

10.2139/ssrn.1022032 ◽

2007 ◽

Cited By ~ 2

Author(s):

Andrea Pescatori

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Incomplete Markets ◽

Policy Maker ◽

Inflation Risk

Equilibrium Portfolios and External Adjustment Under Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1107477 ◽

2012 ◽

Cited By ~ 18

Author(s):

Anna Pavlova ◽

Roberto Rigobon

Keyword(s):

Incomplete Markets ◽

External Adjustment

Theory of the Firm in Incomplete Markets: A Complete Generalization

SSRN Electronic Journal ◽

10.2139/ssrn.1435153 ◽

2009 ◽

Author(s):

Moawia Alghalith

Keyword(s):

Incomplete Markets ◽

Theory Of The Firm

Sub-Additive Recursive ‘Matching’ Noise and Biases in Risk-Weighted Index Calculation Methods in Incomplete Markets with Partially Observable Multi-Attribute Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1628907 ◽

2012 ◽

Cited By ~ 5

Author(s):

Michael C. I. Nwogugu

Keyword(s):

Incomplete Markets ◽

Calculation Methods ◽

Weighted Index ◽

Partially Observable ◽

Index Calculation

Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets

SSRN Electronic Journal ◽

10.2139/ssrn.1747767 ◽

2007 ◽

Cited By ~ 1

Author(s):

Martin D.D. Evans ◽

Viktoria V. Hnatkovska

Keyword(s):

General Equilibrium ◽

Incomplete Markets ◽

Financial Assets ◽

Equilibrium Models ◽

General Equilibrium Models

The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala

SSRN Electronic Journal ◽

10.2139/ssrn.1946140 ◽

2011 ◽

Author(s):

Mario Cuevas ◽

Sigfrido Lee ◽

Maria Isabel Bonilla

Keyword(s):

Incomplete Markets ◽

Housing Finance

Comparing Methods for Solving General Equilibrium Models with Incomplete Markets and Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1982111 ◽

2012 ◽

Author(s):

Kazim Kazimov

Keyword(s):

General Equilibrium ◽

Portfolio Choice ◽

Incomplete Markets ◽

Equilibrium Models ◽

General Equilibrium Models

Incomplete Markets, CAPM and Stocks Migration: A Rational Foundation for the Fama-French and Momentum Factors

SSRN Electronic Journal ◽

10.2139/ssrn.2079557 ◽

2012 ◽

Cited By ~ 1

Author(s):

Christophe Faugère

Keyword(s):

Incomplete Markets

Credit-Easing Policy in an Incomplete Markets Economy

SSRN Electronic Journal ◽

10.2139/ssrn.2247167 ◽

2012 ◽

Author(s):

Shiba Suzuki

Keyword(s):

Incomplete Markets