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~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~subject:"implied volatility"
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implied volatility
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Institute of Economic Research, Kyoto University
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Continuous Equilibrium under Base Preferences and Attainable Initial Endowments
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
We consider a full equilibrium model in
continuous
time
comprising a finite number of agents and tradable securities …
Persistent link: https://www.econbiz.de/10011277273
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