Multi-asset noisy rational expectations equilibrium with contingent claims
Year of publication: |
2022
|
---|---|
Authors: | Chabakauri, Georgy ; Yuan, Kathy ; Zachariadis, Konstantinos E. |
Published in: |
The review of economic studies : RES. - Oxford : Oxford Univ. Pr., ISSN 1467-937X, ZDB-ID 2009656-2. - Vol. 89.2022, 5, p. 2445-2490
|
Subject: | Asymmetric information | Learning from prices | Multi-asset economy | Rationale Erwartung | Rational expectations | Asymmetrische Information | Optionspreistheorie | Option pricing theory | Finanzmarkt | Financial market | Gleichgewichtstheorie | Equilibrium theory |
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