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Publications by Unyong Pyo

Minimax Asset Price Bounds in Incomplete Markets

SSRN Electronic Journal

English

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Incomplete Financial Markets and Jumps in Asset Prices

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Hedging House Price Risk With Incomplete Markets

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Optimal Price Indices for Targeting Inflation Under Incomplete Markets

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Pareto Improving Price Regulation When the Asset Market Is Incomplete

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Options Prices in Incomplete Markets

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Liquidity in Frictional Asset Markets

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Ambiguity and Asset Markets

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