Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Pascoa, Mario Rui"'
Publikováno v:
In Journal of Mathematical Economics October 2019 84:136-143
Publikováno v:
Econometrica, 2002 Jul 01. 70(4), 1613-1638.
Externí odkaz:
https://www.jstor.org/stable/3082009
Autor:
Páscoa, Mário Rui, Seghir, Abdelkrim
Publikováno v:
In Games and Economic Behavior 2009 65(1):270-286
Publikováno v:
Economic Theory, 1999 Jan 01. 14(3), 545-563.
Externí odkaz:
https://www.jstor.org/stable/25055236
Autor:
Páscoa, Mário Rui
Publikováno v:
Economic Theory, 1997 Jan 01. 9(1), 129-142.
Externí odkaz:
https://www.jstor.org/stable/25054336
Publikováno v:
In Journal of Mathematical Economics 2002 37(4):325-340
Publikováno v:
In Journal of Mathematical Economics 2001 36(3):201-218
Autor:
Pascoa, Mario Rui
Publikováno v:
International Journal of Game Theory. 1998, Vol. 27 Issue 1, p83. 10p.
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::03da9d196b7689347a01454406a7bcca
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
We study the implications of the absence of arbitrage in an two period economy where default is allowed and assets are secured by collateral choosen by the borrowers. We show that non arbitrage sale prices of assets are submartingales, whereas non ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0d1241e8781ac3a2bff6470a32da8d4c
http://bibliotecadigital.fgv.br/dspace/bitstream/10438/799/2/1269.pdf
http://bibliotecadigital.fgv.br/dspace/bitstream/10438/799/2/1269.pdf