Similar Search Results

Default and efficiency in a general equilibrium model with incomplete markets

Dubey, Pradeep; Geanakoplos, John; Shubik, Martin - 1989 - rev

Persistent link: https://www.econbiz.de/10000126422

Bankruptcy and efficiency in a general equilibrium model with incomplete markets

Dubey, Pradeep; Geanakoplos, John; Shubik, Martin - 1988

Persistent link: https://www.econbiz.de/10000126425

The capital asset pricing model as a general equilibrium with incomplete markets

Geanakoplos, John; Shubik, Martin - 1989

Persistent link: https://www.econbiz.de/10000126433

Overlapping generations models of general equilibrium

Geanakoplos, John (contributor) - 2008

Persistent link: https://www.econbiz.de/10003767438

The multinomial option pricing model and its Brownian and poisson limits

Milne, Frank (contributor); Madan, Dilip B. (contributor); … - 1990

The Cox, Ross, and Rubinstein binomial model is generalized to the multinomial case. Limits are investigated and shown to yield the Black-Scholes formula in the case of continuous sample paths for a wide variety of complete market structures. In the discontinuous case a Merton-type formula is...

Persistent link: https://www.econbiz.de/10003780966

Money and production, and liquidity trap

Dubey, Pradeep (contributor); Geanakoplos, John (contributor) - 2006

Persistent link: https://www.econbiz.de/10003461272

Markets as a counterparty : an introduction to conic finance

Madan, Dilip B.; Cherny, Alexander - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1149-1177

Persistent link: https://www.econbiz.de/10008906182

Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes

Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 380-396

Persistent link: https://www.econbiz.de/10008736201

Stochastic processes in finance

Madan, Dilip B. - In: Annual review of financial economics 2 (2010), pp. 277-314

Persistent link: https://www.econbiz.de/10008797755

Correlation and the pricing of risks

Atlan, Marc; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Annals of finance 3 (2007) 4, pp. 411-453

Persistent link: https://www.econbiz.de/10003529804

1
2
3
4
5
6
7
8
9
Next
Last