Incomplete-market equilibria solved recursively on an event tree
Bernard Dumas and Andrew Lyasoff
| Year of publication: |
2012
|
|---|---|
| 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 218191-5. - Vol. 67.2012, 5, p. 1897-1941
|
| Subject: | Unvollkommener Markt | Incomplete market | Entscheidungsbaum | Decision tree | Pfadabhängigkeit | Path dependence | Gleichgewichtstheorie | Equilibrium theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010219879