Pricing Defaultable Bonds Based on BSDEs in Incomplete Markets

Contemporary Logistics ◽

10.5503/j.cl.2011.02.017 ◽

2011 ◽

pp. 107-112

Author(s):

Kaiming Wang ◽

Heping Pan

Keyword(s):

Incomplete Markets ◽

Defaultable Bonds

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Incomplete Markets and Households' Exposure to Interest Rate and Inflation Risk: Implications for the Monetary Policy Maker

SSRN Electronic Journal ◽

10.2139/ssrn.1022032 ◽

2007 ◽

Cited By ~ 2

Author(s):

Andrea Pescatori

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Incomplete Markets ◽

Policy Maker ◽

Inflation Risk

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Equilibrium Portfolios and External Adjustment Under Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1107477 ◽

2012 ◽

Cited By ~ 18

Author(s):

Anna Pavlova ◽

Roberto Rigobon

Keyword(s):

Incomplete Markets ◽

External Adjustment

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Theory of the Firm in Incomplete Markets: A Complete Generalization

SSRN Electronic Journal ◽

10.2139/ssrn.1435153 ◽

2009 ◽

Author(s):

Moawia Alghalith

Keyword(s):

Incomplete Markets ◽

Theory Of The Firm

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Sub-Additive Recursive ‘Matching’ Noise and Biases in Risk-Weighted Index Calculation Methods in Incomplete Markets with Partially Observable Multi-Attribute Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1628907 ◽

2012 ◽

Cited By ~ 5

Author(s):

Michael C. I. Nwogugu

Keyword(s):

Incomplete Markets ◽

Calculation Methods ◽

Weighted Index ◽

Partially Observable ◽

Index Calculation

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Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets

SSRN Electronic Journal ◽

10.2139/ssrn.1747767 ◽

2007 ◽

Cited By ~ 1

Author(s):

Martin D.D. Evans ◽

Viktoria V. Hnatkovska

Keyword(s):

General Equilibrium ◽

Incomplete Markets ◽

Financial Assets ◽

Equilibrium Models ◽

General Equilibrium Models

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The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala

SSRN Electronic Journal ◽

10.2139/ssrn.1946140 ◽

2011 ◽

Author(s):

Mario Cuevas ◽

Sigfrido Lee ◽

Maria Isabel Bonilla

Keyword(s):

Incomplete Markets ◽

Housing Finance

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Comparing Methods for Solving General Equilibrium Models with Incomplete Markets and Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1982111 ◽

2012 ◽

Author(s):

Kazim Kazimov

Keyword(s):

General Equilibrium ◽

Portfolio Choice ◽

Incomplete Markets ◽

Equilibrium Models ◽

General Equilibrium Models

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Incomplete Markets, CAPM and Stocks Migration: A Rational Foundation for the Fama-French and Momentum Factors

SSRN Electronic Journal ◽

10.2139/ssrn.2079557 ◽

2012 ◽

Cited By ~ 1

Author(s):

Christophe Faugère

Keyword(s):

Incomplete Markets

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Credit-Easing Policy in an Incomplete Markets Economy

SSRN Electronic Journal ◽

10.2139/ssrn.2247167 ◽

2012 ◽

Author(s):

Shiba Suzuki

Keyword(s):

Incomplete Markets

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Equilibrium Unemployment with Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2270550 ◽

2013 ◽

Author(s):

Lawrence Uren

Keyword(s):

Incomplete Markets ◽

Equilibrium Unemployment

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