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20102025
most citedInformation, no-arbitrage and completeness for asset price models with a change point

6 citations · 12 across the 9 of their papers we have counts for

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econ.GN2025

Propagation of carbon price shocks through the value chain: the mean-field game of defaults

Zorana Grbac, Simone Pavarana, Thorsten Schmidt +1

We introduce a new mean-field game framework to analyze the impact of carbon pricing in a multi-sector economy with defaultable firms. Each sector produces a homogeneous good, with…