Matches in SemOpenAlex for { <https://semopenalex.org/work/W2950908264> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2950908264 abstract "We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers with non-traded random endowments, we provide necessary and sufficient conditions for negotiation to be successful, i.e., for the trade to occur. We also study the asymptotic case where the size of the claim is small compared to the random endowments and we give a full characterization in this case. Finally, we study a partial-equilibrium problem for a bundle of divisible claims and establish existence and uniqueness. A number of technical results on conditional indifference prices are provided." @default.
- W2950908264 created "2019-06-27" @default.
- W2950908264 creator A5013217506 @default.
- W2950908264 creator A5088025648 @default.
- W2950908264 date "2008-03-14" @default.
- W2950908264 modified "2023-09-27" @default.
- W2950908264 title "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets" @default.
- W2950908264 cites W1482237821 @default.
- W2950908264 cites W182881619 @default.
- W2950908264 cites W1956824584 @default.
- W2950908264 cites W2037847349 @default.
- W2950908264 cites W2071606512 @default.
- W2950908264 cites W2072810788 @default.
- W2950908264 cites W2093416580 @default.
- W2950908264 cites W2116108052 @default.
- W2950908264 cites W2159223185 @default.
- W2950908264 cites W2160162435 @default.
- W2950908264 cites W2167264394 @default.
- W2950908264 cites W3122216790 @default.
- W2950908264 cites W3124458081 @default.
- W2950908264 cites W3124521936 @default.
- W2950908264 cites W3216707380 @default.
- W2950908264 hasPublicationYear "2008" @default.
- W2950908264 type Work @default.
- W2950908264 sameAs 2950908264 @default.
- W2950908264 citedByCount "0" @default.
- W2950908264 crossrefType "posted-content" @default.
- W2950908264 hasAuthorship W2950908264A5013217506 @default.
- W2950908264 hasAuthorship W2950908264A5088025648 @default.
- W2950908264 hasConcept C10138342 @default.
- W2950908264 hasConcept C103382277 @default.
- W2950908264 hasConcept C109354906 @default.
- W2950908264 hasConcept C134306372 @default.
- W2950908264 hasConcept C136969773 @default.
- W2950908264 hasConcept C144237770 @default.
- W2950908264 hasConcept C162324750 @default.
- W2950908264 hasConcept C165404738 @default.
- W2950908264 hasConcept C175444787 @default.
- W2950908264 hasConcept C17744445 @default.
- W2950908264 hasConcept C19244329 @default.
- W2950908264 hasConcept C199539241 @default.
- W2950908264 hasConcept C199776023 @default.
- W2950908264 hasConcept C2777021972 @default.
- W2950908264 hasConcept C28826006 @default.
- W2950908264 hasConcept C33923547 @default.
- W2950908264 hasConcept C39943821 @default.
- W2950908264 hasConceptScore W2950908264C10138342 @default.
- W2950908264 hasConceptScore W2950908264C103382277 @default.
- W2950908264 hasConceptScore W2950908264C109354906 @default.
- W2950908264 hasConceptScore W2950908264C134306372 @default.
- W2950908264 hasConceptScore W2950908264C136969773 @default.
- W2950908264 hasConceptScore W2950908264C144237770 @default.
- W2950908264 hasConceptScore W2950908264C162324750 @default.
- W2950908264 hasConceptScore W2950908264C165404738 @default.
- W2950908264 hasConceptScore W2950908264C175444787 @default.
- W2950908264 hasConceptScore W2950908264C17744445 @default.
- W2950908264 hasConceptScore W2950908264C19244329 @default.
- W2950908264 hasConceptScore W2950908264C199539241 @default.
- W2950908264 hasConceptScore W2950908264C199776023 @default.
- W2950908264 hasConceptScore W2950908264C2777021972 @default.
- W2950908264 hasConceptScore W2950908264C28826006 @default.
- W2950908264 hasConceptScore W2950908264C33923547 @default.
- W2950908264 hasConceptScore W2950908264C39943821 @default.
- W2950908264 hasLocation W29509082641 @default.
- W2950908264 hasOpenAccess W2950908264 @default.
- W2950908264 hasPrimaryLocation W29509082641 @default.
- W2950908264 hasRelatedWork W1037680883 @default.
- W2950908264 hasRelatedWork W1599371996 @default.
- W2950908264 hasRelatedWork W1986597272 @default.
- W2950908264 hasRelatedWork W2012829551 @default.
- W2950908264 hasRelatedWork W2057581873 @default.
- W2950908264 hasRelatedWork W2109487941 @default.
- W2950908264 hasRelatedWork W2124153301 @default.
- W2950908264 hasRelatedWork W2596593210 @default.
- W2950908264 hasRelatedWork W2909134696 @default.
- W2950908264 hasRelatedWork W2962848599 @default.
- W2950908264 hasRelatedWork W2963410114 @default.
- W2950908264 hasRelatedWork W2969927953 @default.
- W2950908264 hasRelatedWork W3121817076 @default.
- W2950908264 hasRelatedWork W3123577359 @default.
- W2950908264 hasRelatedWork W3124511130 @default.
- W2950908264 hasRelatedWork W3124826014 @default.
- W2950908264 hasRelatedWork W3125127755 @default.
- W2950908264 hasRelatedWork W3125596553 @default.
- W2950908264 hasRelatedWork W3125956436 @default.
- W2950908264 hasRelatedWork W3208014691 @default.
- W2950908264 isParatext "false" @default.
- W2950908264 isRetracted "false" @default.
- W2950908264 magId "2950908264" @default.
- W2950908264 workType "article" @default.