Thijssen, Jacco J. J. (contributor) - 2007
Equilibrium Pricing
of Derivative Securities
By
Jacco Thijssen
A Computational Study On General Equilibrium Pricing
of ….
Keywords: Asset pricing, General equilibrium, Incomplete markets.
JEL codes: D52, G12.
The author thanks Dolf Talman, Andrew … (1979), there has evolved a whole industry concerned with
asset pricing based on martingale methods. These methods are based …