A general equilibrium financial asset economy with transaction costs and trading constraints
Year of publication: |
2003
|
---|---|
Authors: | Milne, Frank ; Neave, Edwin |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Financial Markets | Transaction Costs | Trading Constraints | Asset Pricing | General Equilibrium | Incomplete Markets |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 587480432 [GVK] hdl:10419/67858 [Handle] |
Classification: | D52 - Incomplete Markets ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints
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Computing Equilibria in Finance Economies
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Ramsey Waits: A Computational Study on General Equilibrium Pricing of Derivative Securities
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