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Equilibrium pricing under relative performance concerns

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Publication Date
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HAL-Ecole des Ponts ParisTech
Keywords
  • Performance Concerns
  • Equilibrium Pricing
  • Representative Agent
  • Multidimensional Quadratic Bsde
  • Social Interactions
  • Financial Innovation
  • [Qfin] Quantitative Finance [Q-Fin]
  • [Math.Math-Pr] Mathematics [Math]/Probability [Math.Pr]
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