Equilibrium pricing of derivative securities in dynamically incomplete markets
Robert M. Anderson; Roberto C. Raimondo
| Year of publication: |
2006
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|---|---|
| Authors: | Anderson, Robert M. ; Raimondo, Roberto C. |
| Published in: |
Institutions, equilibria and efficiency : essays in honor of Birgit Grodal. - Berlin : Springer, ISBN 3-540-28160-6. - 2006, p. 27-48
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| Subject: | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | General equilibrium | Unvollkommener Markt | Incomplete market | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003371889