Incomplete‐Market Equilibria Solved Recursively on an Event Tree
Year of publication: |
2012
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Authors: | DUMAS, BERNARD ; LYASOFF, ANDREW |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 67.2012, 5, p. 1897-1942
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