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"Equilibrium Pricing Under Relative Performance Concerns."

Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis (2017)

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DOI: 10.1137/16M1082536

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - journals/siamfm/BielagkLR17
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  - https://dblp.org/rec/journals/siamfm/BielagkLR17
Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis:
Equilibrium Pricing Under Relative Performance Concerns. SIAM J. Financial Math. 8(1): 435-482 (2017)

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