General equilibrium pricing of nonredundant forward contracts
Year of publication: |
2003
|
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Authors: | Lioui, Abraham ; Poncet, Patrice |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 9, p. 817-840
|
Subject: | Derivat | Derivative | Dynamisches Gleichgewicht | Dynamic equilibrium | CAPM | Theorie | Theory |
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