Incomplete financial markets and jumps in asset prices
Year of publication: |
June 2016
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Authors: | Crès, Hervé ; Markeprand, Tobias ; Tvede, Mich |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 62.2016, 1/2, p. 201-219
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Subject: | Financial markets | General equilibrium | Jumps in asset prices | Theorie | Theory | Börsenkurs | Share price | Allgemeines Gleichgewicht | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1007/s00199-015-0884-9 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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