A computational study on general equilibrium pricing of derivative securities
Jacco J. J. Thijssen
| Year of publication: |
2008
|
|---|---|
| Authors: | Thijssen, Jacco J. J. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 4, p. 505-523
|
| Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Allgemeines Gleichgewicht | General equilibrium | Unvollkommener Markt | Incomplete market | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003737208