14 citations · 14 across the 2 of their papers we have counts for
2 papers
math.PR2020
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
Luis Escauriaza, Daniel C. Schwarz, Hao Xing
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markovian backward stochastic differential equations with quadratic nonlinearity and d…
q-fin.MF2015★ 14 cited
Market Completion with Derivative Securities
Daniel C. Schwarz
Let be a -martingale representing the price of a primitive asset in an incomplete market framework. We present easily verifiable conditions on model coefficients…