Reflected BSDE with a constraint and its applications in an incomplete market

Bernoulli ◽

10.3150/09-bej227 ◽

2010 ◽

Vol 16 (3) ◽

pp. 614-640 ◽

Cited By ~ 13

Author(s):

Shige Peng ◽

Mingyu Xu

Keyword(s):

Incomplete Market ◽

Reflected Bsde

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The Use of Both the Consumption Tax and the Wage Tax in an Incomplete Market

SSRN Electronic Journal ◽

10.2139/ssrn.995667 ◽

2007 ◽

Author(s):

Hisahiro Naito

Keyword(s):

Incomplete Market ◽

Consumption Tax ◽

Wage Tax

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Continuous-time mean–variance portfolio selection with random horizon in an incomplete market

Automatica ◽

10.1016/j.automatica.2016.02.017 ◽

2016 ◽

Vol 69 ◽

pp. 176-180 ◽

Cited By ~ 8

Author(s):

Siyu Lv ◽

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Incomplete Market ◽

Random Horizon ◽

Mean Variance Portfolio ◽

Mean Variance

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The Effectiveness of Capital Controls: Implications for Monetary Autonomy in the Presence of Incomplete Market Separation

International Monetary Fund Staff Papers ◽

10.2307/3867192 ◽

1987 ◽

Vol 34 (4) ◽

pp. 621 ◽

Cited By ~ 29

Author(s):

Daniel Gros

Keyword(s):

Capital Controls ◽

Incomplete Market ◽

Monetary Autonomy

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PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE

Mathematical Finance ◽

10.1111/j.0960-1627.2004.00195.x ◽

2004 ◽

Vol 14 (3) ◽

pp. 359-381 ◽

Cited By ~ 26

Author(s):

Virginia R. Young

Keyword(s):

Term Structure ◽

Incomplete Market ◽

Affine Term Structure

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Dual Exchange Rates in the Presence of Incomplete Market Separation: Long-Run Effectiveness and Implications for Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.884787 ◽

1987 ◽

Author(s):

Daniel Gros

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Incomplete Market ◽

Long Run

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Incomplete Market Dynamics in a Neoclassical Production Economy

SSRN Electronic Journal ◽

10.2139/ssrn.632861 ◽

2005 ◽

Author(s):

George-Marios Angeletos ◽

Laurent E. Calvet

Keyword(s):

Incomplete Market ◽

Market Dynamics ◽

Production Economy

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Second-Best Insurance Contract Design in an Incomplete Market

Scandinavian Journal of Economics ◽

10.2307/3440833 ◽

1995 ◽

Vol 97 (1) ◽

pp. 123 ◽

Cited By ~ 23

Author(s):

Christian Gollier ◽

Harris Schlesinger

Keyword(s):

Contract Design ◽

Incomplete Market ◽

Insurance Contract ◽

Second Best

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Two-agent Pareto optimal cooperative investment in incomplete market: An equivalent characterization

Journal of Systems Science and Complexity ◽

10.1007/s11424-010-9002-z ◽

2010 ◽

Vol 24 (4) ◽

pp. 701-710

Author(s):

Qing Zhou

Keyword(s):

Incomplete Market ◽

Pareto Optimal ◽

Equivalent Characterization ◽

Cooperative Investment

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American options in a non-linear incomplete market model with default

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.09.004 ◽

2021 ◽

Author(s):

Miryana Grigorova ◽

Marie-Claire Quenez ◽

Agnès Sulem

Keyword(s):

American Options ◽

Incomplete Market ◽

Market Model ◽

Non Linear

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Can capital income tax improve welfare in an incomplete market economy with a labor-leisure decision?

Occasional paper series ◽

10.3326/ops.30 ◽

2007 ◽

Author(s):

Danijela Medak Fell

Keyword(s):

Market Economy ◽

Income Tax ◽

Incomplete Market ◽

Capital Income

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