Elimination of arbitrage states in asymmetric information models
Year of publication: |
2008
|
---|---|
Authors: | Cornet, Bernard ; Boisdeffre, Lionel de |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 38.2009, 2, p. 287-293
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Unvollkommener Markt | Incomplete market | Asymmetrische Information | Asymmetric information | Theorie | Theory |
-
Arbitrage and price revelation with asymmetric information and incomplete markets
Cornet, Bernard, (2002)
-
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris, (1997)
-
Takahashi, Hajime, (2005)
- More ...
-
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard, (2009)
-
Arbitrage and price revelation with asymmetric information and incomplete markets
Cornet, Bernard, (2002)
-
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard, (2009)
- More ...