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~isPartOf:"Annals of finance"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Arbitrage"
~subject:"General equilibrium"
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
2
Incomplete financial markets and jumps in asset prices
Crès, Hervé
;
Markeprand, Tobias
;
Tvede, Mich
-
2009
Persistent link: https://www.econbiz.de/10003859940
Saved in:
3
More punishment, less default?
Quintin, Erwan
- In:
Annals of finance
8
(
2012
)
4
,
pp. 427-454
Persistent link: https://www.econbiz.de/10009670964
Saved in:
4
A computational study on general equilibrium pricing of derivative securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
5
Arbitrage opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg R.
;
Rheinländer, Thorsten
- In:
Annals of finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003338000
Saved in:
6
A risk assessment model for banks
Goodhart, Charles A. E.
;
Sunirand, Pojanart
;
Tsomocos, …
- In:
Annals of finance
1
(
2005
)
2
,
pp. 197-224
Persistent link: https://www.econbiz.de/10002713235
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7
Are incomplete markets able to achieve minimal efficiency?
Dierker, Egbert
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001764918
Saved in:
8
Equilibria with arbitrary market structure
Vind, Karl
(
contributor
);
Grodal, Birgit
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001764931
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