Details about Michail Anthropelos
Access statistics for papers by Michail Anthropelos.
Last updated 2016-05-17. Update your information in the RePEc Author Service.
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- An equilibrium model for spot and forward prices of commodities
- Equilibrium in risk-sharing games
- The pricing of contingent claims and optimal positions in asymptotically complete markets
- Forward Exponential Performances: Pricing and Optimal Risk Sharing
Papers, arXiv.org View citations (1)
- On contingent claims pricing in incomplete markets: A risk sharing approach
- On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
Papers, arXiv.org View citations (7)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability
Annals of Finance, 2010, 6, (1), 107-135 View citations (1)