Arbitrage pricing and equilibrium pricing : compatibility conditions.
Year of publication: |
2001
|
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Authors: | Napp, Clotilde ; Jouini, Elyès |
Institutions: | Université Paris-Dauphine |
Subject: | Arbitrage | equilibrium | optimality | incomplete markets | nonredudant assets | derivatives pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 35 pages long |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing ; G10 - General Financial Markets. General ; C62 - Existence and Stability Conditions of Equilibrium |
Source: |
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Arbitrage pricing and equilibrium pricing : compatibility conditions
Napp, Clotilde, (2001)
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Arbitrage pricing and equilibrium pricing : compatibility conditions
Jouini, Elyès, (2002)
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