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Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences

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CHERIDITO, Patrick, Ulrich HORST, Michael KUPPER, Traian A. PIRVU, 2016. Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. In: Mathematics of Operations Research. 41(1), pp. 174-195. ISSN 0364-765X. eISSN 1526-5471. Available under: doi: 10.1287/moor.2015.0721

@article{Cheridito2016-02Equil-33595, title={Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences}, year={2016}, doi={10.1287/moor.2015.0721}, number={1}, volume={41}, issn={0364-765X}, journal={Mathematics of Operations Research}, pages={174--195}, author={Cheridito, Patrick and Horst, Ulrich and Kupper, Michael and Pirvu, Traian A.} }

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