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The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
Niehaus, Frank
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Universität <Hannover> / Fachbereich …
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2001
In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond.
Persistent link: https://www.econbiz.de/10005840945
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