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Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Czichowsky, Christoph, Herdegen, Martin, Martins, David
Formato:	Preprint
Publicado:	2024
Materias:	Mathematical Finance General Economics Economics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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