A computational study on general equilibrium pricing of derivative securities
Year of publication: |
2008
|
---|---|
Authors: | Thijssen, Jacco |
Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 4, p. 505-523
|
Publisher: |
Springer |
Subject: | Asset pricing | General equilibrium | Incomplete markets | Cation: D52 |
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