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term structure of interest rates
state prices
9
State prices
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
prices of contingent claims. The relation between equivalent martingale measure,
state
prices
, market price of risk and the …
Persistent link: https://www.econbiz.de/10011544749
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2
Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Goodhart, Charles A. E.
; …
-
Finance Research Centre, Oxford University
-
2006
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10005730002
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