Incomplete-Market Equilibria Solved Recursively on an Event Tree
| Year of publication: |
2012
|
|---|---|
| Authors: | DUMAS, BERNARD ; LYASOFF, ANDREW |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 67.2012, 5, p. 1897-1941
|
| Publisher: |
American Finance Association - AFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626269