A computational study on general equilibrium pricing of derivative securities
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DOI: 10.1007/s10436-007-0088-9
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Cited by:
- Ioannis Polyrakis & Foivos Xanthos, 2011. "Maximal submarkets that replicate any option," Annals of Finance, Springer, vol. 7(3), pages 407-423, August.
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More about this item
Keywords
Asset pricing; General equilibrium; Incomplete markets; Cation: D52; G12;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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