Incomplete-Market Equilibria Solved Recursively on an Event Tree
| Year of publication: |
2012
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|---|---|
| Authors: | DUMAS, BERNARD ; LYASOFF, ANDREW |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 67.2012, 5, p. 1897-1941
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| Publisher: |
American Finance Association - AFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010626269