Prices and volumes of options: A simple theory of risk sharing when markets are incomplete
Year of publication: |
2010
|
---|---|
Authors: | Le Grand, F. ; Ragot, X. |
Institutions: | Banque de France |
Subject: | Option Pricing | Open Interest | Incomplete Markets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 42 pages |
Classification: | G1 - General Financial Markets ; G10 - General Financial Markets. General ; E44 - Financial Markets and the Macroeconomy |
Source: |
-
Incomplete markets and short-sales constraints : An equilibrium approach
Bizid, Abdelhamid, (2001)
-
Yalincak, Orhun Hakan, (2005)
-
Jaccard, Ivan, (2021)
- More ...
-
Incomplete markets, liquidation risk, and the term structure of interest rates
Challe, E., (2010)
-
The Case for a Financial Approach to Money Demand
Ragot, X., (2010)
-
Fiscal Policy in a Tractable Liquidity-Constrained Economy
Challe, E., (2010)
- More ...