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On securitization, market completion and equilibrium risk transfer · Study

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ArticleOn securitization, market completion and equilibrium risk transfer

Ulrich Horst2010

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Articlegreen2010

On securitization, market completion and equilibrium risk transfer

Ulrich Horst · Traian Adrian Pirvu · Gonçalo dos Reis

49 citations·0/0 files stored·Mathematics and Financial Economics

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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References

1999Coherent Measures of Risk 2007Brownian Motion and Stochastic Calculus 1990Adapted solution of a backward stochastic differential equation 2006The Malliavin Calculus and Related Topics 1995The Malliavin Calculus and Related Topics 1992Stochastic Differential Utility 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 2002Ambiguity, Risk, and Asset Returns in Continuous Time

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2015PAYROLL TAXES, SOCIAL INSURANCE, AND BUSINESS CYCLES

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Year2010

Typearticle

Published2010-01-27

VenueMathematics and Financial Economics

ISSN-L1862-9660

Languageen

Citations49

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11579-010-0022-1

openalex_workW2129761952

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