State Tameness: A New Approach for Credit Constrains
Year of publication: |
2003-05-06
|
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Authors: | Londoño, Jaime A. |
Institutions: | EconWPA |
Subject: | arbitrage | pricing of contingent claims | continuous-time financial markets | tameness |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Acrobat PDF; pages: 13 pages, Publihed in Electronic Communications in Probability, 9, (2004), 1-13. 13 pages |
Classification: | G12 - Asset Pricing |
Source: |
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Londoño, Jaime, (2005)
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