Equilibrium pricing under relative performance concernsRePEc: Research Papers in Economics
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von J Bielagk · · Zitiert von: 29 — Jana Bielagk. (HU Berlin - Humboldt-Universität zu Berlin = Humboldt University of Berlin = Université Humboldt de Berlin). Arnaud Lionnet. (MATHRISK ... von J Bielagk · · Zitiert von: 29 — Jana Bielagk. (HU Berlin - Humboldt-Universität zu Berlin = Humboldt University of Berlin = Université Humboldt de Berlin). Arnaud Lionnet. (MATHRISK ...
Articles by Jana BielagkSynthical
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by Jana Bielagk and others. Mathematical Finance. Bookmark Collection. Equilibrium pricing under relative performance concerns Upvote. 30 June by Jana ...
Equilibrium pricing under relative performance concernsarXiv
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von J Bielagk · · Zitiert von: 29 — Title:Equilibrium pricing under relative performance concerns. Authors:Jana Bielagk, Arnaud Lionnet, Goncalo Dos Reis. Download a PDF of the ... von J Bielagk · · Zitiert von: 29 — Title:Equilibrium pricing under relative performance concerns. Authors:Jana Bielagk, Arnaud Lionnet, Goncalo Dos Reis. Download a PDF of the ...
A stability approach for solving multidimensional quadratic ...Archive ouverte HAL
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von J Harter · · Zitiert von: 34 — [BLDR15] Jana Bielagk, Arnaud Lionnet, and Gonçalo Dos Reis. Equilibrium pricing under relative perfor- mance concerns. arXiv.org, November ...
Equilibrium Pricing Under Relative Performance ConcernsUniversity of Birmingham
pure-oai.bham.ac.uk
von J Bielagk · · Zitiert von: 28 — Jana Bielagk† , Arnaud Lionnet‡ , and Gonçalo Dos Reis§. Abstract. We ... JANA BIELAGK, ARNAUD LIONNET, AND GONÇALO DOS REIS. [1], [2] (see further [29], [12] ...
A Principal-agent Model of Trading Under Market Impact |...
sircar.princeton.edu
... spread imply the existence of an equilibrium book/crossing network pair. The talk is based on joint work with Jana Bielagk and Santiago Moreno-Bromberg.
Equilibrium pricing under relative performance concernsArchive ouverte HAL
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Equilibrium pricing under relative performance concerns. Jana Bielagk (1) , Arnaud Lionnet (2) , Gonçalo dos Reis (3). Afficher plus de détails. 1 Humboldt ...
Jana BielagkDBLP
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Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis : Equilibrium Pricing Under Relative Performance Concerns. SIAM J. Financial Math. 8(1): (2017). [+] ... Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis : Equilibrium Pricing Under Relative Performance Concerns. SIAM J. Financial Math. 8(1): (2017). [+] ...
Equilibrium Pricing Under Relative Performance ConcernsCORE
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von J Bielagk · · Zitiert von: 29 — Jana Bielagk† , Arnaud Lionnet‡ , and Gonçalo Dos Reis§. Abstract. We ... JANA BIELAGK, ARNAUD LIONNET, AND GONÇALO DOS REIS. [1], [2] (see further [29], [12] ... von J Bielagk · · Zitiert von: 29 — Jana Bielagk† , Arnaud Lionnet‡ , and Gonçalo Dos Reis§. Abstract. We ... JANA BIELAGK, ARNAUD LIONNET, AND GONÇALO DOS REIS. [1], [2] (see further [29], [12] ...
Martingales sur les variétés de valeur terminale donnéeTheses.fr
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von J Harter · — [BLDR15] Jana Bielagk, Arnaud Lionnet, and Gonçalo Dos Reis. Equilibrium pricing under relative performance concerns. arXiv.org, November [CM13] Besik ...
Securitization and equilibrium pricing under relative performance...
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Coauthors: Jana Bielagk (Humboldt University of Berlin, Germany). We investigate the effects of a finite set of agents interacting socially in an equilibrium pricing ...
Alle Infos zum Namen "Jana Bielagk"
BibTeX bibliography siamjfinancialmath.bibUniversity of Utah
ftp.math.utah.edu
... Jana Bielagk and Arnaud Lionnet and Gon{\c{c}}alo {Dos Reis}", title = "Equilibrium Pricing Under Relative Performance Concerns", journal = j-SIAM-J ...
Equilibrium Pricing Under Relative Performance ConcernsSIAM Publications Library
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von J Bielagk · · Zitiert von: 29 — Authors: Jana Bielagk, Arnaud Lionnet, and Gonçalo Dos ReisAuthors Info & Affiliations. https://doi.org M · PDF · BibTeX. Tools. Add to ... von J Bielagk · · Zitiert von: 29 — Authors: Jana Bielagk, Arnaud Lionnet, and Gonçalo Dos ReisAuthors Info & Affiliations. https://doi.org M · PDF · BibTeX. Tools. Add to ...
Equilibrium pricing under relative performance concernsUniversidade NOVA de Lisboa |
novaresearch.unl.pt
Equilibrium pricing under relative performance concerns. Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis · CMA - Centro de Matemática e Aplicações · DM ... Equilibrium pricing under relative performance concerns. Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis · CMA - Centro de Matemática e Aplicações · DM ...
Equilibrium pricing under relative performance concernsUniversity of Birmingham
research.birmingham.ac.uk
Equilibrium pricing under relative performance concerns. Jana Bielagk, Arnaud Lionnet, Gonçalo dos Reis. Mathematics. Research output: Contribution to journal ... Equilibrium pricing under relative performance concerns. Jana Bielagk, Arnaud Lionnet, Gonçalo dos Reis. Mathematics. Research output: Contribution to journal ...
SIAM Journal on Financial MathematicsThe University of Utah
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— ... Jana Bielagk and Arnaud Lionnet and Gonçalo Dos Reis Equilibrium Pricing Under Relative Performance Concerns — ... Jana Bielagk and Arnaud Lionnet and Gonçalo Dos Reis Equilibrium Pricing Under Relative Performance Concerns
Equilibrium pricing under relative performance concerns - Halhal.archives-ouvertes.fr › hal
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Equilibrium pricing under relative performance concerns. Jana Bielagk 1 Arnaud Lionnet 2 Gonçalo dos Reis 3. Détails. 1 Humboldt-Universität zu Berlin.
Publications – MATHRISKteam.inria.fr › mathrisk › publicati...
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titre: Equilibrium pricing under relative performance concerns; auteur: Jana Bielagk, Arnaud Lionnet, Gonçalo dos Reis; article: 2015; Accès au texte intégral et ...
Table of contents: collection - wpaper
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42, Equilibrium pricing under relative performance concerns (last update ) Jana Bielagk Arnaud Lionnet Gonçalo Dos Reis ...
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